+818.1%
SPYM vs RRC
+149.5%
+668.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -0.9% | -0.5% | -0.5% | -0.9% |
| 30D | -2.4% | +25.2% | -27.6% | -5.7% |
| 3M | -1.1% | +27.8% | -29.0% | -4.9% |
| 6M | +3.3% | +27.2% | -23.9% | -0.7% |
| YTD | +12.4% | +48.2% | -35.8% | +5.3% |
| 1Y | +12.5% | +34.7% | -22.2% | +6.8% |
| 3Y | +79.1% | +62.2% | +16.9% | +63.5% |
| 5Y | +75.7% | +130.9% | -55.2% | +47.5% |
| 10Y | +313.9% | +73.4% | +240.4% | +218.7% |
| All | +818.1% | +149.5% | +668.6% | +496.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling