+828.4%
SPYM vs BTI
+644.6%
+183.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.6% |
| 30D | +0.1% | -6.6% | +6.7% | +2.2% |
| 3M | +2.0% | -3.0% | +5.0% | +2.5% |
| 6M | +13.1% | -6.7% | +19.7% | +14.6% |
| YTD | +13.6% | +0.6% | +13.1% | +12.1% |
| 1Y | +20.1% | +5.6% | +14.5% | +16.2% |
| 3Y | +77.6% | +110.3% | -32.8% | +32.5% |
| 5Y | +82.5% | +114.3% | -31.7% | +33.7% |
| 10Y | +317.6% | +67.7% | +249.9% | +218.7% |
| All | +828.4% | +644.6% | +183.9% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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