+811.4%
SPYM vs BTI
+745.8%
+65.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | +2.6% | +1.6% | +0.9% | +2.0% |
| 30D | -2.0% | +9.2% | -11.2% | -5.0% |
| 3M | -2.8% | +9.6% | -12.4% | -6.0% |
| 6M | +2.2% | -2.4% | +4.6% | +2.1% |
| YTD | +11.5% | +14.2% | -2.7% | +5.2% |
| 1Y | +13.5% | +20.3% | -6.8% | +5.1% |
| 3Y | +78.0% | +147.4% | -69.4% | +25.6% |
| 5Y | +73.1% | +155.4% | -82.3% | +19.3% |
| 10Y | +310.9% | +127.3% | +183.5% | +181.2% |
| All | +811.4% | +745.8% | +65.6% | +306.9% |
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