+73.1%
SPYM vs RMD
-7.7%
+80.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +2.1% | +0.5% | +2.1% |
| 30D | -2.0% | +2.1% | -4.1% | -2.6% |
| 3M | -2.8% | +6.2% | -9.0% | -4.4% |
| 6M | +2.2% | +19.4% | -17.2% | -2.6% |
| YTD | +11.5% | +0.5% | +11.0% | +10.5% |
| 1Y | +13.5% | -3.9% | +17.5% | +13.7% |
| 3Y | +78.0% | +72.5% | +5.5% | +47.2% |
| All | +73.1% | -7.7% | +80.7% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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