+32.6%
NET vs SPYM
+76.8%
-44.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -6.3% |
| 7D | -16.4% | -0.7% | -15.6% | -14.8% |
| 30D | -25.8% | -1.1% | -24.8% | -23.8% |
| 3M | -11.5% | -0.3% | -11.2% | -10.3% |
| 6M | +18.9% | +7.3% | +11.6% | +1.6% |
| YTD | +35.2% | +13.4% | +21.8% | +1.5% |
| 1Y | +14.5% | +14.8% | -0.4% | -16.4% |
| 3Y | +313.8% | +83.3% | +230.5% | -6.6% |
| 5Y | +32.6% | +76.2% | -43.7% | -61.1% |
| All | +32.6% | +76.8% | -44.2% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling