+83.7%
SPYM vs RKT
-10.1%
+93.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | -1.4% | -2.4% | +1.0% | -1.2% |
| 3M | +3.7% | +1.9% | +1.8% | +2.9% |
| 6M | +13.0% | -13.9% | +26.9% | +14.1% |
| YTD | +12.5% | -30.6% | +43.1% | +16.2% |
| 1Y | +18.6% | -34.4% | +53.0% | +23.0% |
| 3Y | +78.0% | +38.2% | +39.8% | +52.5% |
| All | +83.7% | -10.1% | +93.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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