+82.3%
SPYM vs ALL
+117.0%
-34.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | -0.9% | -4.7% | +3.8% | 0.0% |
| 3M | +3.9% | +18.4% | -14.5% | -0.1% |
| 6M | +14.5% | +20.5% | -6.0% | +9.5% |
| YTD | +13.0% | +23.5% | -10.5% | +7.2% |
| 1Y | +19.4% | +29.0% | -9.5% | +11.8% |
| 3Y | +78.9% | +153.7% | -74.8% | +37.4% |
| 5Y | +82.3% | +114.8% | -32.5% | +48.7% |
| All | +82.3% | +117.0% | -34.7% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling