+322.9%
SPYM vs CAPR
-77.3%
+400.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.4% |
| 7D | -0.4% | -12.6% | +12.3% | -0.2% |
| 30D | -1.4% | +124.4% | -125.8% | -2.5% |
| 3M | +3.7% | -66.8% | +70.5% | +4.2% |
| 6M | +13.0% | -71.8% | +84.8% | +13.8% |
| YTD | +12.5% | -70.1% | +82.5% | +13.0% |
| 1Y | +18.6% | +33.3% | -14.7% | +13.7% |
| 3Y | +78.0% | +36.7% | +41.3% | +66.4% |
| 5Y | +82.3% | +72.5% | +9.9% | +68.0% |
| 10Y | +322.9% | -77.3% | +400.1% | +278.4% |
| All | +322.9% | -77.3% | +400.1% | +278.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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