+828.4%
SPYM vs RRC
+101.6%
+726.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.1% |
| 30D | +0.1% | +10.1% | -10.1% | -1.3% |
| 3M | +2.0% | +4.0% | -2.0% | +1.3% |
| 6M | +13.1% | +1.6% | +11.5% | +12.3% |
| YTD | +13.6% | +19.7% | -6.1% | +10.1% |
| 1Y | +20.1% | +21.4% | -1.4% | +15.8% |
| 3Y | +77.6% | +29.7% | +47.9% | +67.5% |
| 5Y | +82.5% | +153.9% | -71.3% | +51.0% |
| 10Y | +317.6% | +10.8% | +306.8% | +246.0% |
| All | +828.4% | +101.6% | +726.8% | +524.1% |
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