+318.0%
SPYM vs RNG
+222.9%
+95.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -6.1% | +5.3% | +0.1% |
| 30D | -1.1% | +9.6% | -10.7% | -2.4% |
| 3M | +3.9% | +83.3% | -79.5% | -5.5% |
| 6M | +13.6% | +77.9% | -64.3% | +2.9% |
| YTD | +12.7% | +139.9% | -127.2% | -3.8% |
| 1Y | +17.6% | +121.7% | -104.1% | +1.3% |
| 3Y | +77.2% | +121.9% | -44.6% | +47.6% |
| 5Y | +84.1% | -68.4% | +152.5% | +93.7% |
| All | +318.0% | +222.9% | +95.2% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling