-23.8%
SPOT vs SPYM
+18.2%
-42.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.4% |
| 7D | -3.1% | -0.8% | -2.3% | -2.8% |
| 30D | +7.4% | -1.1% | +8.5% | +7.8% |
| 3M | +8.2% | +3.9% | +4.3% | +6.3% |
| 6M | +2.2% | +13.6% | -11.4% | -5.5% |
| YTD | -9.5% | +12.7% | -22.2% | -15.7% |
| 1Y | -23.8% | +17.6% | -41.4% | -31.9% |
| All | -23.8% | +18.2% | -42.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling