+20.1%
SPYM vs BB
+105.3%
-85.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | -5.6% | +5.7% | +0.5% |
| 30D | +0.1% | -11.8% | +11.9% | +0.9% |
| 3M | +2.0% | -25.5% | +27.6% | +3.8% |
| 6M | +13.1% | +121.3% | -108.2% | +3.1% |
| YTD | +13.6% | +103.2% | -89.5% | +4.3% |
| 1Y | +20.1% | +102.6% | -82.6% | +12.2% |
| All | +20.1% | +105.3% | -85.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling