+230.9%
SPOT vs SPYM
+75.9%
+155.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -6.9% | -2.0% | -4.9% | -5.0% |
| 30D | +4.1% | -1.6% | +5.8% | +5.7% |
| 3M | +3.7% | +4.7% | -1.0% | -1.4% |
| 6M | -1.6% | +12.6% | -14.2% | -13.5% |
| YTD | -10.2% | +11.8% | -21.9% | -20.4% |
| 1Y | -25.9% | +17.5% | -43.4% | -38.1% |
| All | +230.9% | +75.9% | +155.0% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling