+739.0%
SPYM vs BAH
+1,077.1%
-338.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.6% |
| 30D | -2.4% | +18.0% | -20.4% | -6.0% |
| 3M | -1.1% | +11.4% | -12.6% | -3.9% |
| 6M | +3.3% | +17.7% | -14.4% | -1.4% |
| YTD | +12.4% | +5.4% | +7.0% | +8.8% |
| 1Y | +12.5% | +2.8% | +9.8% | +9.4% |
| 3Y | +79.1% | -26.7% | +105.8% | +82.9% |
| 5Y | +75.7% | +8.1% | +67.6% | +58.3% |
| 10Y | +313.9% | +202.5% | +111.3% | +188.4% |
| All | +739.0% | +1,077.1% | -338.1% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling