+14.8%
SPYM vs BBY
+33.0%
-18.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +1.2% |
| 7D | -0.7% | +4.5% | -5.3% | -1.0% |
| 30D | -1.1% | +16.0% | -17.0% | -1.9% |
| 3M | -0.3% | +18.6% | -18.9% | -1.3% |
| 6M | +7.3% | +80.1% | -72.7% | +3.0% |
| YTD | +13.4% | +57.4% | -44.0% | +9.9% |
| 1Y | +14.8% | +34.5% | -19.7% | +14.5% |
| All | +14.8% | +33.0% | -18.2% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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