-56.1%
SPMC vs SPY
+43.3%
-99.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.8% |
| 7D | -7.3% | +0.1% | -7.4% | -7.1% |
| 30D | -25.9% | -3.3% | -22.6% | -24.4% |
| 3M | -43.4% | -2.4% | -41.0% | -42.6% |
| 6M | -43.0% | +2.6% | -45.5% | -43.6% |
| YTD | -49.4% | +11.2% | -60.6% | -52.2% |
| 1Y | -56.3% | +13.4% | -69.7% | -59.1% |
| All | -56.1% | +43.3% | -99.4% | -64.1% |
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