+11.4%
SPMB vs SPY
+312.9%
-301.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.1% | -2.7% | +2.8% | +0.4% |
| 30D | +3.2% | -5.4% | +8.6% | +3.8% |
| 3M | -0.4% | -4.1% | +3.7% | 0.0% |
| 6M | -1.2% | +0.7% | -1.9% | -1.3% |
| YTD | -0.2% | +8.7% | -8.9% | -1.2% |
| 1Y | +0.3% | +10.9% | -10.6% | -0.9% |
| 3Y | +17.4% | +75.0% | -57.6% | +9.9% |
| 5Y | +0.6% | +67.8% | -67.1% | -5.7% |
| All | +11.4% | +312.9% | -301.4% | -0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling