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  • SPY vs RY✓SelectedUSD · RYSPY vs RY performance historyLatest closeAs of-0.39%09/04
Stock and ETF performance explorer

SPY vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,147.9%
RY return
+11,573.6%
Excess return
-9,425.8%
Maximum drawdown
-55.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.4%-0.7%+0.3%0.0%
7D+0.1%+3.1%-3.0%-1.4%
30D+0.1%-0.3%+0.4%+0.1%
3M+2.0%+8.7%-6.7%-2.3%
6M+13.0%+28.5%-15.5%-0.6%
YTD+13.5%+25.1%-11.6%+1.1%
1Y+20.0%+46.3%-26.3%-1.2%
3Y+77.2%+154.9%-77.7%+9.7%
5Y+81.9%+140.3%-58.4%+15.6%
10Y+314.1%+377.0%-63.0%+87.5%
All+2,147.9%+11,573.6%-9,425.8%+203.6%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY 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 all: compounded portfolio wealth divided by compounded RY 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…

all analysis · Full analysis span regression · 6 months rolling