+80.3%
SPYM vs ALL
+108.4%
-28.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.1% | -3.9% | +3.9% | +0.4% |
| 30D | -3.3% | +10.6% | -13.9% | -4.2% |
| 3M | -2.4% | -4.6% | +2.2% | -2.0% |
| 6M | +2.6% | +20.2% | -17.6% | +0.1% |
| YTD | +11.3% | +23.7% | -12.4% | +7.9% |
| 1Y | +13.5% | +27.9% | -14.4% | +9.2% |
| 3Y | +80.3% | +109.2% | -28.9% | +64.7% |
| All | +80.3% | +108.4% | -28.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling