+83.8%
SPYM vs RSG
+89.9%
-6.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | +4.0% | -5.0% | -2.3% |
| 3M | +3.9% | +7.4% | -3.5% | +1.2% |
| 6M | +13.6% | +0.1% | +13.5% | +13.3% |
| YTD | +12.7% | +6.0% | +6.7% | +9.6% |
| 1Y | +17.6% | -3.0% | +20.6% | +18.5% |
| 3Y | +77.2% | +56.5% | +20.7% | +40.7% |
| All | +83.8% | +89.9% | -6.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling