+314.6%
SPYM vs APA
-2.8%
+317.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | -1.6% | +9.6% | -11.3% | -2.9% |
| 3M | +4.7% | +18.0% | -13.3% | +2.1% |
| 6M | +12.6% | +41.9% | -29.3% | +6.1% |
| YTD | +11.8% | +86.3% | -74.5% | +1.1% |
| 1Y | +17.5% | +97.9% | -80.3% | +4.9% |
| 3Y | +77.0% | +12.8% | +64.2% | +66.6% |
| 5Y | +82.6% | +177.2% | -94.6% | +47.5% |
| All | +314.6% | -2.8% | +317.3% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling