+82.3%
SPYM vs BAX
-67.6%
+149.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -0.4% | -5.1% | +4.7% | +0.5% |
| 30D | -1.4% | -12.2% | +10.8% | +0.8% |
| 3M | +3.7% | +21.8% | -18.1% | -0.1% |
| 6M | +13.0% | +36.3% | -23.3% | +6.3% |
| YTD | +12.5% | +27.8% | -15.3% | +6.3% |
| 1Y | +18.6% | -0.1% | +18.7% | +17.0% |
| 3Y | +78.0% | -33.3% | +111.3% | +86.3% |
| 5Y | +82.3% | -67.1% | +149.4% | +130.1% |
| All | +82.3% | -67.6% | +149.9% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling