+313.9%
SPYM vs ALB
+35.3%
+278.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | -2.4% | -2.6% | +0.2% | -2.0% |
| 3M | -1.1% | -25.6% | +24.4% | +4.0% |
| 6M | +3.3% | -54.0% | +57.3% | +18.5% |
| YTD | +12.4% | -31.6% | +43.9% | +17.4% |
| 1Y | +12.5% | -6.6% | +19.1% | +10.0% |
| 3Y | +79.1% | -14.0% | +93.1% | +65.0% |
| 5Y | +75.7% | -62.5% | +138.2% | +88.9% |
| 10Y | +313.9% | +36.3% | +277.6% | +186.5% |
| All | +313.9% | +35.3% | +278.5% | +186.5% |
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