+815.1%
SPYM vs BAX
+81.9%
+733.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | -2.6% | +3.4% | -6.1% | -4.0% |
| 3M | -1.7% | -4.5% | +2.7% | -0.8% |
| 6M | +3.1% | +44.0% | -40.9% | -9.5% |
| YTD | +12.0% | +34.9% | -22.9% | -1.3% |
| 1Y | +12.1% | +37.9% | -25.8% | -2.1% |
| 3Y | +78.5% | -17.1% | +95.6% | +76.6% |
| 5Y | +73.8% | -64.3% | +138.1% | +133.3% |
| 10Y | +312.5% | -35.9% | +348.4% | +328.5% |
| All | +815.1% | +81.9% | +733.2% | +604.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling