+809.6%
SPYM vs B
+131.2%
+678.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +2.0% |
| 7D | +0.1% | +11.3% | -11.2% | -0.9% |
| 30D | -3.3% | +2.9% | -6.3% | -3.6% |
| 3M | -2.4% | -2.9% | +0.5% | -2.3% |
| 6M | +2.6% | -1.2% | +3.8% | +2.3% |
| YTD | +11.3% | -1.3% | +12.6% | +10.7% |
| 1Y | +13.5% | +30.4% | -17.0% | +10.1% |
| 3Y | +80.3% | +195.3% | -115.0% | +62.2% |
| 5Y | +72.7% | +146.2% | -73.5% | +56.4% |
| 10Y | +312.2% | +200.5% | +111.7% | +261.5% |
| All | +809.6% | +131.2% | +678.4% | +659.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling