+322.9%
SPYM vs RBA
+189.2%
+133.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.4% | -1.9% | +1.5% | +0.1% |
| 30D | -1.4% | -13.0% | +11.6% | +2.2% |
| 3M | +3.7% | -23.1% | +26.8% | +10.3% |
| 6M | +13.0% | -22.6% | +35.6% | +19.8% |
| YTD | +12.5% | -20.4% | +32.9% | +17.8% |
| 1Y | +18.6% | -29.6% | +48.2% | +28.3% |
| 3Y | +78.0% | +26.6% | +51.5% | +61.8% |
| 5Y | +82.3% | +38.2% | +44.1% | +57.3% |
| 10Y | +322.9% | +194.7% | +128.1% | +173.4% |
| All | +322.9% | +189.2% | +133.7% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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