+2,956.9%
SPY vs M
+349.1%
+2,607.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.3% |
| 7D | -2.7% | -4.3% | +1.6% | -1.9% |
| 30D | -5.4% | +1.3% | -6.7% | -5.8% |
| 3M | -4.1% | -7.4% | +3.3% | -3.0% |
| 6M | +0.7% | +18.3% | -17.6% | -3.7% |
| YTD | +8.7% | +7.6% | +1.1% | +5.4% |
| 1Y | +10.9% | +17.4% | -6.5% | +5.4% |
| 3Y | +75.0% | +108.4% | -33.4% | +40.1% |
| 5Y | +67.8% | -10.6% | +78.4% | +51.9% |
| 10Y | +312.9% | -3.2% | +316.0% | +205.7% |
| All | +2,956.9% | +349.1% | +2,607.8% | +1,179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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