+168.8%
SPEM vs SPY
+632.7%
-463.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.4% |
| 7D | -0.5% | -2.7% | +2.2% | +2.2% |
| 30D | -7.6% | -5.4% | -2.2% | -2.3% |
| 3M | -7.1% | -4.1% | -3.0% | -3.1% |
| 6M | -7.8% | +0.7% | -8.5% | -8.4% |
| YTD | +4.0% | +8.7% | -4.6% | -4.1% |
| 1Y | +4.7% | +10.9% | -6.2% | -5.5% |
| 3Y | +54.3% | +75.0% | -20.7% | -14.4% |
| 5Y | +29.6% | +67.8% | -38.1% | -26.8% |
| 10Y | +111.8% | +312.9% | -201.0% | -58.5% |
| All | +168.8% | +632.7% | -463.9% | -70.7% |
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