+311.0%
SPYM vs BAX
-35.8%
+346.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -2.0% | +4.1% | -6.1% | -3.3% |
| 3M | -2.8% | -4.5% | +1.8% | -1.9% |
| 6M | +2.2% | +49.2% | -47.1% | -9.6% |
| YTD | +11.5% | +35.2% | -23.7% | 0.0% |
| 1Y | +13.5% | +38.3% | -24.8% | +0.9% |
| 3Y | +78.0% | -19.0% | +97.1% | +78.6% |
| 5Y | +73.1% | -64.2% | +137.3% | +137.2% |
| All | +311.0% | -35.8% | +346.8% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling