+185.5%
SPMD vs SPY
+457.2%
-271.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -1.7% | -2.7% | +1.0% | +1.1% |
| 30D | -0.9% | -5.4% | +4.5% | +4.8% |
| 3M | -5.7% | -4.1% | -1.6% | -1.7% |
| 6M | -2.8% | +0.7% | -3.5% | -3.7% |
| YTD | +10.2% | +8.7% | +1.5% | +0.9% |
| 1Y | +13.9% | +10.9% | +3.0% | +2.2% |
| 3Y | +53.2% | +75.0% | -21.8% | -14.5% |
| 5Y | +33.8% | +67.8% | -34.0% | -21.9% |
| 10Y | +184.3% | +312.9% | -128.5% | -31.1% |
| All | +185.5% | +457.2% | -271.6% | -49.2% |
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