+155.1%
RYZ vs SPY
+307.0%
-151.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | +5.5% | +2.6% | +2.9% | +2.2% |
| 30D | +9.9% | -2.0% | +11.9% | +13.6% |
| 3M | +1.7% | -2.8% | +4.4% | +6.4% |
| 6M | +12.5% | +2.1% | +10.3% | +9.7% |
| YTD | +17.4% | +11.5% | +5.9% | +2.2% |
| 1Y | +47.8% | +13.5% | +34.4% | +25.7% |
| 3Y | +12.8% | +77.7% | -64.9% | -48.4% |
| 5Y | +15.9% | +72.6% | -56.7% | -43.6% |
| All | +155.1% | +307.0% | -151.9% | -72.5% |
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