+78.9%
SPYM vs BAH
-32.1%
+111.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | +0.6% | -4.3% | +4.9% | +0.9% |
| 30D | -0.9% | -4.5% | +3.5% | -0.6% |
| 3M | +3.9% | -7.6% | +11.5% | +4.5% |
| 6M | +14.5% | -10.6% | +25.2% | +15.3% |
| YTD | +13.0% | -12.6% | +25.6% | +13.6% |
| 1Y | +19.4% | -27.0% | +46.4% | +22.0% |
| 3Y | +78.9% | -31.5% | +110.4% | +76.4% |
| All | +78.9% | -32.1% | +111.0% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling