+788.7%
SPYM vs RY
+1,114.5%
-325.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -2.7% | -0.9% | -1.8% | -2.2% |
| 30D | -5.4% | +5.9% | -11.2% | -8.0% |
| 3M | -4.1% | -4.3% | +0.2% | -2.1% |
| 6M | +0.8% | +12.1% | -11.4% | -5.1% |
| YTD | +8.8% | +20.3% | -11.5% | -1.2% |
| 1Y | +11.0% | +41.0% | -30.0% | -7.0% |
| 3Y | +75.5% | +157.5% | -82.0% | +8.0% |
| 5Y | +68.4% | +123.2% | -54.7% | +10.9% |
| 10Y | +316.1% | +365.7% | -49.6% | +92.2% |
| All | +788.7% | +1,114.5% | -325.8% | +179.3% |
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