+748.5%
SPYM vs BAH
+886.2%
-137.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +0.1% | -3.2% | +3.4% | +0.8% |
| 30D | +0.1% | +2.0% | -1.9% | -0.5% |
| 3M | +2.0% | -7.6% | +9.7% | +3.4% |
| 6M | +13.1% | -5.7% | +18.7% | +13.4% |
| YTD | +13.6% | -11.7% | +25.3% | +14.9% |
| 1Y | +20.1% | -27.4% | +47.4% | +26.7% |
| 3Y | +77.6% | -32.5% | +110.1% | +84.0% |
| 5Y | +82.5% | -3.3% | +85.9% | +68.2% |
| 10Y | +317.6% | +186.0% | +131.6% | +195.8% |
| All | +748.5% | +886.2% | -137.7% | +328.8% |
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