+199.4%
SPMD vs SPY
+482.2%
-282.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | +0.9% | +2.0% | -1.1% | -1.3% |
| 6M | +7.6% | +13.0% | -5.4% | -5.3% |
| YTD | +15.5% | +13.5% | +2.0% | +1.2% |
| 1Y | +16.9% | +20.0% | -3.0% | -3.2% |
| 3Y | +48.2% | +77.2% | -29.0% | -18.2% |
| 5Y | +47.9% | +81.9% | -34.0% | -20.5% |
| 10Y | +181.8% | +314.1% | -132.3% | -32.2% |
| All | +199.4% | +482.2% | -282.8% | -49.0% |
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