+131.6%
C vs SPYM
+82.4%
+49.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.1% |
| 7D | +3.2% | +0.6% | +2.6% | +2.5% |
| 30D | +1.3% | -0.9% | +2.2% | +2.4% |
| 3M | +3.1% | +3.9% | -0.8% | -1.2% |
| 6M | +29.6% | +14.5% | +15.1% | +11.5% |
| YTD | +19.0% | +13.0% | +6.0% | +4.3% |
| 1Y | +45.6% | +19.4% | +26.2% | +20.3% |
| 3Y | +269.3% | +78.9% | +190.4% | +105.2% |
| 5Y | +131.6% | +82.3% | +49.2% | +22.0% |
| All | +131.6% | +82.4% | +49.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling