+149.8%
SPYM vs RVMD
+622.3%
-472.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | -3.0% | +2.2% | -0.5% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | +3.9% | +36.5% | -32.7% | +0.2% |
| 6M | +13.6% | +104.6% | -91.0% | +3.8% |
| YTD | +12.7% | +155.8% | -143.1% | -0.5% |
| 1Y | +17.6% | +340.7% | -323.1% | -3.0% |
| 3Y | +77.2% | +519.9% | -442.7% | +35.9% |
| 5Y | +84.1% | +584.9% | -500.8% | +31.9% |
| All | +149.8% | +622.3% | -472.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling