+823.3%
SPYM vs RIO
+807.9%
+15.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.6% | +1.9% | -1.4% | +0.1% |
| 30D | -0.9% | +5.0% | -5.9% | -2.1% |
| 3M | +3.9% | +5.1% | -1.2% | +2.4% |
| 6M | +14.5% | +17.6% | -3.1% | +9.7% |
| YTD | +13.0% | +36.3% | -23.3% | +4.2% |
| 1Y | +19.4% | +71.2% | -51.7% | +4.1% |
| 3Y | +78.9% | +102.7% | -23.8% | +48.4% |
| 5Y | +82.3% | +99.6% | -17.2% | +49.0% |
| 10Y | +314.7% | +603.1% | -288.4% | +148.9% |
| All | +823.3% | +807.9% | +15.4% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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