+809.6%
SPYM vs ALL
+640.0%
+169.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +0.1% | -3.9% | +3.9% | +1.4% |
| 30D | -3.3% | +10.6% | -13.9% | -6.7% |
| 3M | -2.4% | -4.6% | +2.2% | -1.3% |
| 6M | +2.6% | +20.2% | -17.6% | -4.8% |
| YTD | +11.3% | +23.7% | -12.4% | +1.8% |
| 1Y | +13.5% | +27.9% | -14.4% | +2.5% |
| 3Y | +80.3% | +109.2% | -28.9% | +34.0% |
| 5Y | +72.7% | +148.0% | -75.3% | +18.0% |
| 10Y | +312.2% | +363.8% | -51.6% | +123.4% |
| All | +809.6% | +640.0% | +169.6% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling