+81.0%
F vs SPYM
+316.3%
-235.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.9% |
| 30D | +2.9% | -3.3% | +6.2% | +6.6% |
| 3M | -9.5% | -2.4% | -7.1% | -7.2% |
| 6M | +4.0% | +2.6% | +1.4% | +0.8% |
| YTD | -1.3% | +11.3% | -12.6% | -12.8% |
| 1Y | -1.9% | +13.5% | -15.4% | -15.3% |
| 3Y | +53.5% | +80.3% | -26.8% | -23.2% |
| 5Y | -15.1% | +72.7% | -87.9% | -54.5% |
| 10Y | +81.0% | +312.2% | -231.2% | -62.6% |
| All | +81.0% | +316.3% | -235.3% | -62.6% |
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