+821.2%
SPYM vs BRKR
+1,074.2%
-253.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -8.7% | +7.9% | +0.9% |
| 30D | -1.1% | -9.9% | +8.8% | +0.7% |
| 3M | +3.9% | -3.1% | +7.0% | +3.1% |
| 6M | +13.6% | +45.5% | -31.9% | +3.4% |
| YTD | +12.7% | +13.7% | -1.0% | +7.1% |
| 1Y | +17.6% | +67.4% | -49.8% | +2.9% |
| 3Y | +77.2% | -13.2% | +90.4% | +70.3% |
| 5Y | +84.1% | -39.5% | +123.6% | +87.2% |
| 10Y | +323.8% | +153.5% | +170.4% | +226.8% |
| All | +821.2% | +1,074.2% | -253.1% | +461.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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