+828.4%
SPYM vs B
+144.7%
+683.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +0.1% | +9.4% | -9.4% | -0.8% |
| 3M | +2.0% | +5.0% | -3.0% | +1.4% |
| 6M | +13.1% | -3.5% | +16.6% | +12.9% |
| YTD | +13.6% | +4.5% | +9.2% | +12.5% |
| 1Y | +20.1% | +67.8% | -47.7% | +14.0% |
| 3Y | +77.6% | +196.7% | -119.1% | +59.7% |
| 5Y | +82.5% | +151.9% | -69.4% | +65.0% |
| 10Y | +317.6% | +202.2% | +115.4% | +265.6% |
| All | +828.4% | +144.7% | +683.7% | +672.3% |
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