+823.3%
SPYM vs A
+608.9%
+214.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.4% |
| 7D | +0.6% | -2.1% | +2.6% | +1.3% |
| 30D | -0.9% | +0.6% | -1.5% | -1.3% |
| 3M | +3.9% | +10.9% | -7.0% | -0.6% |
| 6M | +14.5% | +28.2% | -13.6% | +2.7% |
| YTD | +13.0% | +8.6% | +4.4% | +7.7% |
| 1Y | +19.4% | +15.5% | +3.9% | +10.6% |
| 3Y | +78.9% | +31.8% | +47.1% | +52.9% |
| 5Y | +82.3% | -14.9% | +97.2% | +81.8% |
| 10Y | +314.7% | +237.8% | +76.9% | +140.3% |
| All | +823.3% | +608.9% | +214.3% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded A 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling