+322.9%
SPYM vs ROL
+205.3%
+117.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | -3.3% | +2.9% | +0.7% |
| 30D | -1.4% | -7.2% | +5.9% | +0.9% |
| 3M | +3.7% | -27.0% | +30.7% | +14.2% |
| 6M | +13.0% | -39.5% | +52.6% | +32.2% |
| YTD | +12.5% | -41.8% | +54.3% | +32.7% |
| 1Y | +18.6% | -38.9% | +57.5% | +37.0% |
| 3Y | +78.0% | -0.4% | +78.4% | +69.3% |
| 5Y | +82.3% | -4.2% | +86.5% | +71.4% |
| 10Y | +322.9% | +208.2% | +114.6% | +163.7% |
| All | +322.9% | +205.3% | +117.5% | +163.7% |
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