+1,381.0%
NET vs SPYM
+184.1%
+1,196.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -5.1% |
| 7D | -16.4% | -0.7% | -15.6% | -15.3% |
| 30D | -25.8% | -1.1% | -24.8% | -24.4% |
| 3M | -11.5% | -0.3% | -11.2% | -10.5% |
| 6M | +18.9% | +7.3% | +11.6% | +7.5% |
| YTD | +35.2% | +13.4% | +21.8% | +12.5% |
| 1Y | +14.5% | +14.8% | -0.4% | -6.3% |
| 3Y | +313.8% | +83.3% | +230.5% | +75.7% |
| 5Y | +32.6% | +76.2% | -43.7% | -36.6% |
| All | +1,381.0% | +184.1% | +1,196.9% | +408.3% |
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