+14.5%
NET vs SPYM
+14.7%
-0.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -5.2% |
| 7D | -16.4% | -0.7% | -15.6% | -15.2% |
| 30D | -25.8% | -1.1% | -24.8% | -24.3% |
| 3M | -11.5% | -0.3% | -11.2% | -10.4% |
| 6M | +18.9% | +7.3% | +11.6% | +8.8% |
| YTD | +35.2% | +13.4% | +21.8% | +14.9% |
| 1Y | +14.5% | +14.8% | -0.4% | -5.1% |
| All | +14.5% | +14.7% | -0.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling