+73.1%
SPYM vs CAPR
+172.3%
-99.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | +2.6% | +5.9% | -3.3% | +2.5% |
| 30D | -2.0% | +44.6% | -46.6% | -2.3% |
| 3M | -2.8% | +126.4% | -129.2% | -3.6% |
| 6M | +2.2% | -68.6% | +70.7% | +2.5% |
| YTD | +11.5% | -67.0% | +78.5% | +11.7% |
| 1Y | +13.5% | +65.2% | -51.7% | +9.8% |
| 3Y | +78.0% | +235.6% | -157.5% | +57.3% |
| All | +73.1% | +172.3% | -99.2% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling