+76.8%
SPYM vs RSG
+57.7%
+19.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.0% | 0.0% | -1.1% | -1.0% |
| 30D | -1.3% | +4.0% | -5.3% | -1.8% |
| 3M | +3.6% | +7.4% | -3.8% | +2.4% |
| 6M | +13.3% | +0.1% | +13.2% | +13.6% |
| YTD | +12.4% | +6.0% | +6.4% | +10.9% |
| 1Y | +17.3% | -3.0% | +20.2% | +18.8% |
| 3Y | +76.8% | +56.5% | +20.3% | +57.4% |
| All | +76.8% | +57.7% | +19.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 3y: compounded portfolio wealth divided by compounded RSG 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…
3y analysis · Full analysis span regression · 6 months rolling