+814.9%
SPY vs SPYM
+829.4%
-14.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | +0.1% | 0.0% | 0.0% |
| 3M | +2.0% | +2.0% | 0.0% | +0.1% |
| 6M | +13.0% | +13.1% | 0.0% | +0.8% |
| YTD | +13.5% | +13.6% | -0.1% | +0.8% |
| 1Y | +20.0% | +20.1% | -0.1% | +1.2% |
| 3Y | +77.2% | +77.6% | -0.4% | +4.2% |
| 5Y | +81.9% | +82.5% | -0.7% | +4.5% |
| 10Y | +314.1% | +317.6% | -3.5% | +13.2% |
| All | +814.9% | +829.4% | -14.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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