+201.4%
SPVM vs SPY
+312.9%
-111.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.8% |
| 7D | -1.6% | -2.7% | +1.1% | +0.8% |
| 30D | +4.3% | -5.4% | +9.7% | +9.4% |
| 3M | -0.5% | -4.1% | +3.6% | +3.0% |
| 6M | +8.4% | +0.7% | +7.7% | +7.0% |
| YTD | +14.6% | +8.7% | +5.9% | +5.2% |
| 1Y | +20.8% | +10.9% | +10.0% | +8.8% |
| 3Y | +71.7% | +75.0% | -3.3% | -1.1% |
| 5Y | +65.6% | +67.8% | -2.2% | -1.4% |
| All | +201.4% | +312.9% | -111.5% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling