+682.5%
SPYM vs CAPR
-99.1%
+781.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +0.1% | -2.0% | +2.1% | +0.1% |
| 30D | +0.1% | +139.2% | -139.1% | -0.9% |
| 3M | +2.0% | -66.4% | +68.4% | +2.4% |
| 6M | +13.1% | -63.1% | +76.2% | +13.3% |
| YTD | +13.6% | -67.4% | +81.0% | +13.9% |
| 1Y | +20.1% | +58.2% | -38.2% | +16.1% |
| 3Y | +77.6% | +42.2% | +35.3% | +69.6% |
| 5Y | +82.5% | +87.3% | -4.7% | +72.9% |
| 10Y | +317.6% | -75.3% | +392.9% | +285.0% |
| All | +682.5% | -99.1% | +781.5% | +602.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling