+82.3%
SPYM vs RRC
+154.4%
-72.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | -1.7% | +1.4% | -0.1% |
| 30D | -1.4% | +3.6% | -5.0% | -1.9% |
| 3M | +3.7% | +8.8% | -5.1% | +2.4% |
| 6M | +13.0% | +0.8% | +12.3% | +12.5% |
| YTD | +12.5% | +19.0% | -6.5% | +9.0% |
| 1Y | +18.6% | +22.9% | -4.3% | +14.1% |
| 3Y | +78.0% | +32.3% | +45.7% | +67.5% |
| 5Y | +82.3% | +151.6% | -69.3% | +57.4% |
| All | +82.3% | +154.4% | -72.1% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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