+82.3%
SPYM vs RMD
-22.9%
+105.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | -4.7% | +4.4% | +0.7% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | +3.7% | +12.0% | -8.3% | +0.6% |
| 6M | +13.0% | -12.5% | +25.6% | +16.2% |
| YTD | +12.5% | -7.9% | +20.4% | +13.9% |
| 1Y | +18.6% | -20.4% | +39.0% | +24.4% |
| 3Y | +78.0% | +53.1% | +24.9% | +51.9% |
| 5Y | +82.3% | -22.1% | +104.4% | +83.0% |
| All | +82.3% | -22.9% | +105.2% | +83.0% |
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