+197.7%
SPEM vs SPY
+665.6%
-467.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +1.3% | +0.1% | +1.1% | +1.1% |
| 30D | +2.9% | +0.1% | +2.9% | +2.8% |
| 3M | +2.4% | +2.0% | +0.5% | +0.5% |
| 6M | +11.4% | +13.0% | -1.6% | -1.3% |
| YTD | +15.2% | +13.5% | +1.7% | +1.6% |
| 1Y | +23.9% | +20.0% | +3.9% | +3.3% |
| 3Y | +67.3% | +77.2% | -9.9% | -8.4% |
| 5Y | +40.0% | +81.9% | -41.9% | -27.4% |
| 10Y | +127.0% | +314.1% | -187.0% | -55.3% |
| All | +197.7% | +665.6% | -467.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling