+3,094.0%
SPY vs M
+344.7%
+2,749.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +0.1% | +4.7% | -4.6% | -0.9% |
| 30D | +0.1% | -9.6% | +9.7% | +2.1% |
| 3M | +2.0% | +0.9% | +1.1% | +1.4% |
| 6M | +13.0% | +22.3% | -9.3% | +7.6% |
| YTD | +13.5% | +6.5% | +7.0% | +10.7% |
| 1Y | +20.0% | +38.8% | -18.8% | +10.2% |
| 3Y | +77.2% | +115.9% | -38.7% | +41.0% |
| 5Y | +81.9% | +28.6% | +53.2% | +51.3% |
| 10Y | +314.1% | -2.5% | +316.6% | +206.5% |
| All | +3,094.0% | +344.7% | +2,749.3% | +1,244.0% |
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