-60.4%
C vs SPYM
+789.7%
-850.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | 0.0% |
| 7D | -2.4% | -2.7% | +0.3% | +1.9% |
| 30D | -6.0% | -5.4% | -0.6% | +2.7% |
| 3M | -10.5% | -4.1% | -6.5% | -4.5% |
| 6M | -5.7% | +0.8% | -6.5% | -7.2% |
| YTD | +4.1% | +8.8% | -4.6% | -9.1% |
| 1Y | +20.5% | +11.0% | +9.5% | +1.7% |
| 3Y | +208.1% | +75.5% | +132.6% | +21.8% |
| 5Y | +110.4% | +68.4% | +42.0% | -14.4% |
| 10Y | +234.6% | +316.1% | -81.5% | -73.5% |
| All | -60.4% | +789.7% | -850.1% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling