+454.6%
SPVM vs SPY
+693.1%
-238.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +0.4% | +0.1% | +0.4% | +0.4% |
| 3M | +6.2% | +2.0% | +4.2% | +4.0% |
| 6M | +9.9% | +13.0% | -3.2% | -1.8% |
| YTD | +16.1% | +13.5% | +2.6% | +3.3% |
| 1Y | +23.2% | +20.0% | +3.2% | +4.2% |
| 3Y | +69.2% | +77.2% | -7.9% | 0.0% |
| 5Y | +73.0% | +81.9% | -8.9% | -1.0% |
| 10Y | +207.6% | +314.1% | -106.5% | -12.9% |
| All | +454.6% | +693.1% | -238.6% | -7.0% |
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