+818.1%
SPYM vs RL
+857.5%
-39.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | -0.9% | -4.4% | +3.5% | +0.2% |
| 30D | -2.4% | +5.6% | -7.9% | -3.8% |
| 3M | -1.1% | -0.6% | -0.5% | -1.2% |
| 6M | +3.3% | +15.5% | -12.1% | -1.4% |
| YTD | +12.4% | +12.3% | 0.0% | +7.4% |
| 1Y | +12.5% | +19.3% | -6.8% | +5.7% |
| 3Y | +79.1% | +255.5% | -176.4% | +22.4% |
| 5Y | +75.7% | +247.1% | -171.4% | +18.0% |
| 10Y | +313.9% | +346.0% | -32.2% | +138.9% |
| All | +818.1% | +857.5% | -39.5% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling