+83.8%
SPYM vs BBY
+1.5%
+82.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.2% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -1.1% | +9.4% | -10.5% | -3.2% |
| 3M | +3.9% | +19.3% | -15.5% | -0.6% |
| 6M | +13.6% | +47.9% | -34.3% | +2.7% |
| YTD | +12.7% | +39.6% | -26.8% | +3.0% |
| 1Y | +17.6% | +22.2% | -4.6% | +10.7% |
| 3Y | +77.2% | +45.0% | +32.3% | +52.9% |
| All | +83.8% | +1.5% | +82.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling