+311.0%
SPYM vs ALB
+32.4%
+278.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +2.6% | -5.8% | +8.3% | +3.7% |
| 30D | -2.0% | -4.5% | +2.5% | -1.3% |
| 3M | -2.8% | -28.1% | +25.3% | +2.9% |
| 6M | +2.2% | -53.2% | +55.3% | +16.8% |
| YTD | +11.5% | -33.3% | +44.9% | +17.1% |
| 1Y | +13.5% | -17.4% | +30.9% | +13.8% |
| 3Y | +78.0% | -14.1% | +92.2% | +63.8% |
| 5Y | +73.1% | -64.0% | +137.2% | +87.8% |
| All | +311.0% | +32.4% | +278.6% | +182.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling