+681.9%
RYTM vs SPY
+82.0%
+599.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | -4.1% | +0.1% | -4.2% | -4.3% |
| 30D | -7.2% | +0.1% | -7.3% | -7.2% |
| 3M | +17.3% | +2.0% | +15.3% | +14.3% |
| 6M | +12.9% | +13.0% | -0.1% | -2.3% |
| YTD | -4.0% | +13.5% | -17.6% | -17.4% |
| 1Y | -1.8% | +20.0% | -21.7% | -20.7% |
| 3Y | +269.6% | +77.2% | +192.4% | +82.9% |
| All | +681.9% | +82.0% | +599.9% | +298.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling