+164.3%
RYZ vs SPY
+308.5%
-144.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.4% |
| 7D | +13.5% | +3.3% | +10.3% | +8.9% |
| 30D | +12.4% | -2.7% | +15.0% | +17.3% |
| 3M | +5.5% | -1.7% | +7.3% | +8.8% |
| 6M | +26.7% | +3.1% | +23.6% | +22.0% |
| YTD | +21.6% | +11.9% | +9.7% | +5.4% |
| 1Y | +49.8% | +12.0% | +37.8% | +29.7% |
| 3Y | +16.5% | +78.2% | -61.6% | -46.9% |
| 5Y | +20.1% | +73.2% | -53.1% | -41.8% |
| All | +164.3% | +308.5% | -144.2% | -71.6% |
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