+149.2%
SPYM vs RVMD
+636.2%
-487.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.4% | -0.7% | +0.4% | -0.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.5% |
| 3M | +3.7% | +38.9% | -35.1% | -0.1% |
| 6M | +13.0% | +108.1% | -95.1% | +3.1% |
| YTD | +12.5% | +160.7% | -148.3% | -0.9% |
| 1Y | +18.6% | +407.3% | -388.7% | -3.9% |
| 3Y | +78.0% | +546.6% | -468.5% | +35.8% |
| 5Y | +82.3% | +579.8% | -497.5% | +30.8% |
| All | +149.2% | +636.2% | -487.0% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling