+314.7%
SPYM vs B
+186.6%
+128.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +0.6% | +2.3% | -1.7% | +0.3% |
| 30D | -0.9% | +1.4% | -2.3% | -1.2% |
| 3M | +3.9% | +12.2% | -8.3% | +2.4% |
| 6M | +14.5% | -2.1% | +16.7% | +14.2% |
| YTD | +13.0% | +2.9% | +10.1% | +11.8% |
| 1Y | +19.4% | +55.3% | -35.9% | +13.0% |
| 3Y | +78.9% | +198.7% | -119.8% | +56.9% |
| 5Y | +82.3% | +153.8% | -71.4% | +60.5% |
| 10Y | +314.7% | +193.4% | +121.3% | +263.9% |
| All | +314.7% | +186.6% | +128.2% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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