+20.1%
SPYM vs BBY
+27.1%
-7.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.6% |
| 7D | +0.1% | +9.5% | -9.4% | -0.6% |
| 30D | +0.1% | +6.8% | -6.8% | -0.5% |
| 3M | +2.0% | +28.9% | -26.8% | -0.3% |
| 6M | +13.1% | +37.8% | -24.7% | +9.6% |
| YTD | +13.6% | +38.7% | -25.1% | +9.9% |
| 1Y | +20.1% | +23.7% | -3.6% | +18.7% |
| All | +20.1% | +27.1% | -7.0% | +18.7% |
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