+82.3%
SPYM vs BB
-25.5%
+107.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -1.4% | -12.2% | +10.9% | +0.3% |
| 3M | +3.7% | -12.3% | +16.1% | +4.5% |
| 6M | +13.0% | +122.7% | -109.7% | -2.0% |
| YTD | +12.5% | +104.5% | -92.0% | -1.3% |
| 1Y | +18.6% | +106.7% | -88.1% | +3.2% |
| 3Y | +78.0% | +70.0% | +8.1% | +53.2% |
| 5Y | +82.3% | -27.8% | +110.1% | +74.8% |
| All | +82.3% | -25.5% | +107.8% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling