+818.1%
SPYM vs ALL
+664.4%
+153.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.9% | -2.6% | +1.6% | -0.1% |
| 30D | -2.4% | +12.7% | -15.1% | -6.4% |
| 3M | -1.1% | +0.4% | -1.5% | -1.7% |
| 6M | +3.3% | +23.8% | -20.5% | -5.0% |
| YTD | +12.4% | +27.8% | -15.4% | +1.6% |
| 1Y | +12.5% | +28.9% | -16.4% | +1.4% |
| 3Y | +79.1% | +113.9% | -34.7% | +32.1% |
| 5Y | +75.7% | +157.4% | -81.7% | +18.5% |
| 10Y | +313.9% | +369.0% | -55.1% | +123.4% |
| All | +818.1% | +664.4% | +153.6% | +273.8% |
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