-55.1%
SPMC vs SPY
+40.0%
-95.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.0% |
| 7D | +2.8% | -2.7% | +5.5% | +4.8% |
| 30D | -27.7% | -5.4% | -22.3% | -25.2% |
| 3M | -41.8% | -4.1% | -37.7% | -40.2% |
| 6M | -39.8% | +0.7% | -40.5% | -39.9% |
| YTD | -48.1% | +8.7% | -56.8% | -50.3% |
| 1Y | -55.2% | +10.9% | -66.0% | -57.5% |
| All | -55.1% | +40.0% | -95.0% | -62.7% |
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