+671.4%
SPYM vs BR
+1,281.7%
-610.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.4% | -5.0% | +4.7% | +1.7% |
| 30D | -1.4% | -2.5% | +1.1% | -0.5% |
| 3M | +3.7% | +13.5% | -9.8% | -2.1% |
| 6M | +13.0% | -9.4% | +22.5% | +16.3% |
| YTD | +12.5% | -23.3% | +35.7% | +23.1% |
| 1Y | +18.6% | -31.6% | +50.2% | +36.0% |
| 3Y | +78.0% | -5.1% | +83.1% | +76.2% |
| 5Y | +82.3% | +8.2% | +74.1% | +68.5% |
| 10Y | +322.9% | +189.8% | +133.0% | +162.5% |
| All | +671.4% | +1,281.7% | -610.3% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling