+14.0%
SPYM vs RY
+39.0%
-25.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.3% | -0.5% | +3.8% | +3.5% |
| 30D | -2.6% | +4.7% | -7.4% | -4.3% |
| 3M | -1.7% | -4.5% | +2.8% | +0.3% |
| 6M | +3.1% | +12.5% | -9.4% | -2.7% |
| YTD | +12.0% | +21.1% | -9.2% | +0.6% |
| All | +14.0% | +39.0% | -25.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling