+46.0%
F vs SPYM
+78.4%
-32.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -3.1% | +2.6% | -5.7% | -5.5% |
| 30D | 0.0% | -2.0% | +2.0% | +1.8% |
| 3M | -13.2% | -2.8% | -10.4% | -10.9% |
| 6M | -10.2% | +2.2% | -12.4% | -12.3% |
| YTD | -4.9% | +11.5% | -16.5% | -15.0% |
| 1Y | -6.1% | +13.5% | -19.6% | -17.4% |
| 3Y | +46.0% | +78.0% | -32.1% | -31.1% |
| All | +46.0% | +78.4% | -32.5% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling