+254.8%
SPOT vs SPYM
+238.8%
+16.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.0% |
| 7D | -2.9% | +0.6% | -3.4% | -3.4% |
| 30D | +8.3% | -0.9% | +9.2% | +9.3% |
| 3M | +5.1% | +3.9% | +1.2% | +0.3% |
| 6M | -6.5% | +14.5% | -21.0% | -20.0% |
| YTD | -9.0% | +13.0% | -22.0% | -21.0% |
| 1Y | -26.4% | +19.4% | -45.8% | -40.1% |
| 3Y | +240.0% | +78.9% | +161.2% | +77.8% |
| 5Y | +111.7% | +82.3% | +29.4% | +11.8% |
| All | +254.8% | +238.8% | +16.0% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling