+207.2%
C vs SPYM
+311.5%
-104.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | +4.7% | +3.3% | +1.5% | +0.5% |
| 30D | +0.2% | -2.6% | +2.8% | +3.6% |
| 3M | -9.3% | -1.7% | -7.6% | -7.3% |
| 6M | -0.8% | +3.1% | -4.0% | -4.8% |
| YTD | +8.5% | +12.0% | -3.5% | -5.9% |
| 1Y | +23.1% | +12.1% | +11.0% | +6.6% |
| 3Y | +220.8% | +78.5% | +142.2% | +53.8% |
| 5Y | +112.4% | +73.8% | +38.5% | +4.5% |
| All | +207.2% | +311.5% | -104.3% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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