+462.8%
SPYM vs RNG
+309.1%
+153.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -0.9% | +11.4% | -12.3% | -2.5% |
| 3M | +3.9% | +72.1% | -68.2% | -4.3% |
| 6M | +14.5% | +67.9% | -53.4% | +5.0% |
| YTD | +13.0% | +144.3% | -131.4% | -3.1% |
| 1Y | +19.4% | +117.5% | -98.1% | +3.9% |
| 3Y | +78.9% | +123.9% | -45.0% | +50.2% |
| 5Y | +82.3% | -70.1% | +152.4% | +90.9% |
| 10Y | +314.7% | +215.9% | +98.9% | +205.1% |
| All | +462.8% | +309.1% | +153.7% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling