+311.0%
SPYM vs AR
+57.4%
+253.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +7.4% | -4.8% | +1.9% |
| 30D | -2.0% | +5.8% | -7.8% | -2.6% |
| 3M | -2.8% | +5.2% | -8.0% | -3.4% |
| 6M | +2.2% | +5.4% | -3.3% | +1.3% |
| YTD | +11.5% | +12.4% | -0.9% | +9.5% |
| 1Y | +13.5% | +12.8% | +0.7% | +11.3% |
| 3Y | +78.0% | +47.2% | +30.8% | +68.1% |
| 5Y | +73.1% | +101.1% | -28.0% | +56.5% |
| All | +311.0% | +57.4% | +253.6% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling