+327.1%
NET vs SPYM
+77.8%
+249.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.8% | +0.1% | -4.9% | -4.5% |
| 3M | +3.8% | +2.0% | +1.8% | +0.8% |
| 6M | +50.0% | +13.1% | +37.0% | +20.9% |
| YTD | +41.5% | +13.6% | +27.9% | +13.3% |
| 1Y | +32.8% | +20.1% | +12.8% | -3.1% |
| All | +327.1% | +77.8% | +249.2% | +34.7% |
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