+72.7%
SPYM vs RL
+240.9%
-168.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +0.7% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | -3.3% | +7.3% | -10.7% | -5.3% |
| 3M | -2.4% | +1.0% | -3.4% | -2.9% |
| 6M | +2.6% | +11.8% | -9.2% | -1.5% |
| YTD | +11.3% | +13.6% | -2.3% | +5.7% |
| 1Y | +13.5% | +24.0% | -10.6% | +4.8% |
| 3Y | +80.3% | +256.6% | -176.3% | +15.4% |
| 5Y | +72.7% | +240.2% | -167.5% | +7.1% |
| All | +72.7% | +240.9% | -168.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling