+828.4%
SPYM vs A
+628.3%
+200.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.8% |
| 30D | +0.1% | +6.9% | -6.8% | -2.6% |
| 3M | +2.0% | +9.2% | -7.2% | -1.8% |
| 6M | +13.1% | +25.7% | -12.6% | +2.2% |
| YTD | +13.6% | +11.5% | +2.1% | +7.2% |
| 1Y | +20.1% | +18.4% | +1.7% | +10.2% |
| 3Y | +77.6% | +26.6% | +50.9% | +54.4% |
| 5Y | +82.5% | -12.8% | +95.4% | +80.4% |
| 10Y | +317.6% | +247.2% | +70.4% | +139.5% |
| All | +828.4% | +628.3% | +200.1% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling