+314.0%
SPYM vs ROL
+218.2%
+95.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -2.4% | +20.6% | -22.9% | -8.1% |
| 3M | -1.1% | +4.5% | -5.6% | -2.9% |
| 6M | +3.3% | -26.5% | +29.8% | +13.2% |
| YTD | +12.4% | -34.8% | +47.2% | +27.6% |
| 1Y | +12.5% | -33.2% | +45.7% | +26.6% |
| 3Y | +79.1% | +4.5% | +74.7% | +68.2% |
| 5Y | +75.7% | +15.5% | +60.2% | +54.8% |
| All | +314.0% | +218.2% | +95.8% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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