+809.6%
SPYM vs RL
+868.4%
-58.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +0.8% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | -3.3% | +7.3% | -10.7% | -5.2% |
| 3M | -2.4% | +1.0% | -3.4% | -2.9% |
| 6M | +2.6% | +11.8% | -9.2% | -1.3% |
| YTD | +11.3% | +13.6% | -2.3% | +6.1% |
| 1Y | +13.5% | +24.0% | -10.6% | +5.5% |
| 3Y | +80.3% | +256.6% | -176.3% | +23.1% |
| 5Y | +72.7% | +240.2% | -167.5% | +16.6% |
| 10Y | +312.2% | +373.0% | -60.7% | +134.2% |
| All | +809.6% | +868.4% | -58.8% | +267.0% |
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 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