+311.0%
SPYM vs ARWR
+1,024.2%
-713.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.6% | -17.8% | +20.4% | +4.2% |
| 30D | -2.0% | -18.1% | +16.1% | -0.4% |
| 3M | -2.8% | -44.2% | +41.4% | +2.1% |
| 6M | +2.2% | -38.6% | +40.8% | +6.0% |
| YTD | +11.5% | -28.0% | +39.6% | +13.6% |
| 1Y | +13.5% | +16.1% | -2.6% | +10.0% |
| 3Y | +78.0% | +84.0% | -5.9% | +58.2% |
| 5Y | +73.1% | -35.4% | +108.5% | +63.5% |
| All | +311.0% | +1,024.2% | -713.3% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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