+828.4%
SPYM vs RY
+1,163.5%
-335.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | -1.4% |
| 30D | +0.1% | -0.3% | +0.4% | +0.2% |
| 3M | +2.0% | +8.7% | -6.6% | -2.3% |
| 6M | +13.1% | +28.5% | -15.5% | -0.6% |
| YTD | +13.6% | +25.1% | -11.5% | +1.2% |
| 1Y | +20.1% | +46.3% | -26.2% | -1.2% |
| 3Y | +77.6% | +154.9% | -77.4% | +9.8% |
| 5Y | +82.5% | +140.3% | -57.7% | +15.9% |
| 10Y | +317.6% | +377.0% | -59.4% | +90.4% |
| All | +828.4% | +1,163.5% | -335.1% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling