+82.3%
SPYM vs RBA
+44.6%
+37.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | +0.6% | -1.1% | +1.6% | +0.8% |
| 30D | -0.9% | -13.2% | +12.3% | +2.1% |
| 3M | +3.9% | -21.4% | +25.3% | +8.9% |
| 6M | +14.5% | -20.9% | +35.4% | +19.7% |
| YTD | +13.0% | -19.9% | +32.8% | +17.2% |
| 1Y | +19.4% | -28.7% | +48.1% | +27.3% |
| 3Y | +78.9% | +27.4% | +51.5% | +65.5% |
| 5Y | +82.3% | +41.7% | +40.6% | +59.8% |
| All | +82.3% | +44.6% | +37.7% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling