+788.7%
SPYM vs B
+121.8%
+666.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.7% | +9.6% | -12.3% | -3.5% |
| 30D | -5.4% | +3.5% | -8.9% | -5.7% |
| 3M | -4.1% | -1.6% | -2.5% | -4.1% |
| 6M | +0.8% | -1.7% | +2.4% | +0.5% |
| YTD | +8.8% | -5.3% | +14.1% | +8.5% |
| 1Y | +11.0% | +27.2% | -16.2% | +8.0% |
| 3Y | +75.5% | +166.1% | -90.6% | +59.2% |
| 5Y | +68.4% | +136.5% | -68.1% | +53.1% |
| 10Y | +316.1% | +172.2% | +143.9% | +267.7% |
| All | +788.7% | +121.8% | +666.9% | +644.8% |
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