-59.4%
C vs SPYM
+810.5%
-870.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.1% | -1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -5.4% | -3.3% | -2.1% | -0.2% |
| 3M | -9.2% | -2.4% | -6.8% | -5.7% |
| 6M | -1.8% | +2.6% | -4.4% | -6.1% |
| YTD | +6.7% | +11.3% | -4.6% | -10.4% |
| 1Y | +23.5% | +13.5% | +10.1% | +0.6% |
| 3Y | +219.8% | +80.3% | +139.5% | +21.0% |
| 5Y | +112.4% | +72.7% | +39.7% | -17.0% |
| 10Y | +220.1% | +312.2% | -92.1% | -74.0% |
| All | -59.4% | +810.5% | -870.0% | -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