+363.8%
RYTM vs SPY
+238.0%
+125.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +31.8% | -0.6% | +32.4% | +33.2% |
| 30D | +25.5% | -3.7% | +29.2% | +31.1% |
| 3M | -1.3% | -2.7% | +1.4% | +2.0% |
| 6M | +21.0% | +2.2% | +18.8% | +18.2% |
| YTD | +6.5% | +10.8% | -4.4% | -4.7% |
| 1Y | +16.7% | +11.2% | +5.5% | +4.2% |
| 3Y | +300.4% | +76.5% | +223.9% | +114.2% |
| 5Y | +748.5% | +72.9% | +675.5% | +372.4% |
| All | +363.8% | +238.0% | +125.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling