+819.0%
SPYM vs RSG
+1,353.0%
-534.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -0.4% | 0.0% | -0.3% | -0.3% |
| 30D | -1.4% | +3.7% | -5.0% | -2.9% |
| 3M | +3.7% | +6.2% | -2.4% | +0.6% |
| 6M | +13.0% | -2.8% | +15.8% | +13.5% |
| YTD | +12.5% | +5.9% | +6.6% | +8.5% |
| 1Y | +18.6% | -1.8% | +20.4% | +18.0% |
| 3Y | +78.0% | +57.5% | +20.5% | +41.5% |
| 5Y | +82.3% | +91.1% | -8.8% | +31.5% |
| 10Y | +322.9% | +428.1% | -105.2% | +99.2% |
| All | +819.0% | +1,353.0% | -534.0% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling