+76.8%
SPYM vs BAX
-33.8%
+110.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -0.4% | -5.1% | +4.7% | +0.3% |
| 30D | -1.4% | -12.2% | +10.8% | +0.3% |
| 3M | +3.7% | +21.8% | -18.1% | +0.7% |
| 6M | +13.0% | +36.3% | -23.3% | +7.7% |
| YTD | +12.5% | +27.8% | -15.3% | +7.6% |
| 1Y | +18.6% | -0.1% | +18.7% | +17.3% |
| All | +76.8% | -33.8% | +110.6% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling