+818.7%
SPYM vs BNY
+663.0%
+155.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -1.3% | -0.2% | -1.2% | -1.3% |
| 3M | +3.6% | +14.9% | -11.3% | -1.2% |
| 6M | +13.3% | +40.0% | -26.7% | +1.3% |
| YTD | +12.4% | +42.0% | -29.5% | -0.2% |
| 1Y | +17.3% | +56.9% | -39.6% | +0.7% |
| 3Y | +76.8% | +289.9% | -213.1% | +12.8% |
| 5Y | +83.6% | +259.2% | -175.6% | +18.8% |
| 10Y | +322.7% | +413.3% | -90.6% | +137.6% |
| All | +818.7% | +663.0% | +155.7% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 all: compounded portfolio wealth divided by compounded BNY 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…
all analysis · Full analysis span regression · 6 months rolling