+318.0%
SPYM vs BR
+189.7%
+128.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -0.8% | -3.0% | +2.2% | +0.5% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +3.9% | +17.3% | -13.4% | -4.1% |
| 6M | +13.6% | -6.7% | +20.3% | +16.0% |
| YTD | +12.7% | -23.4% | +36.2% | +25.8% |
| 1Y | +17.6% | -32.7% | +50.3% | +39.6% |
| 3Y | +77.2% | -5.9% | +83.1% | +74.8% |
| 5Y | +84.1% | +8.4% | +75.7% | +65.0% |
| All | +318.0% | +189.7% | +128.4% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling