+250.0%
SPSM vs SPY
+482.2%
-232.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +4.0% | +2.0% | +2.0% | +1.7% |
| 6M | +12.4% | +13.0% | -0.6% | -1.5% |
| YTD | +21.5% | +13.5% | +7.9% | +5.9% |
| 1Y | +24.0% | +20.0% | +4.1% | +2.0% |
| 3Y | +49.9% | +77.2% | -27.3% | -18.7% |
| 5Y | +40.1% | +81.9% | -41.8% | -26.2% |
| 10Y | +171.3% | +314.1% | -142.7% | -39.2% |
| All | +250.0% | +482.2% | -232.2% | -42.7% |
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