+806.4%
SPYM vs RBA
+1,024.9%
-218.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.6% | +3.2% | -3.8% | -1.3% |
| 30D | -3.7% | +12.0% | -15.7% | -6.5% |
| 3M | -2.7% | +2.9% | -5.6% | -3.8% |
| 6M | +2.2% | -6.3% | +8.5% | +2.9% |
| YTD | +10.9% | -5.9% | +16.8% | +11.0% |
| 1Y | +11.3% | -3.9% | +15.2% | +10.8% |
| 3Y | +76.8% | +64.9% | +12.0% | +51.5% |
| 5Y | +73.5% | +48.5% | +25.0% | +49.1% |
| 10Y | +307.9% | +211.8% | +96.1% | +177.9% |
| All | +806.4% | +1,024.9% | -218.5% | +354.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling