+322.9%
SPYM vs RL
+297.6%
+25.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +0.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.4% | -17.5% | +16.1% | +3.5% |
| 3M | +3.7% | -14.0% | +17.7% | +7.5% |
| 6M | +13.0% | -2.0% | +15.0% | +12.5% |
| YTD | +12.5% | -4.6% | +17.1% | +12.5% |
| 1Y | +18.6% | +9.5% | +9.1% | +14.1% |
| 3Y | +78.0% | +200.5% | -122.4% | +27.9% |
| 5Y | +82.3% | +226.3% | -144.0% | +24.8% |
| 10Y | +322.9% | +304.8% | +18.1% | +163.0% |
| All | +322.9% | +297.6% | +25.2% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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