+314.7%
SPYM vs CB
+214.7%
+100.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | 0.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -0.9% | -3.9% | +3.0% | +0.6% |
| 3M | +3.9% | +4.9% | -1.0% | +1.4% |
| 6M | +14.5% | +3.3% | +11.3% | +12.2% |
| YTD | +13.0% | +8.5% | +4.5% | +8.1% |
| 1Y | +19.4% | +22.1% | -2.6% | +8.4% |
| 3Y | +78.9% | +70.1% | +8.7% | +37.3% |
| 5Y | +82.3% | +97.4% | -15.1% | +29.0% |
| 10Y | +314.7% | +216.8% | +97.9% | +131.2% |
| All | +314.7% | +214.7% | +100.0% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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