+78.0%
SPYM vs CB
+74.1%
+3.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.6% | +2.9% | -0.4% | +2.4% |
| 30D | -2.0% | +7.3% | -9.3% | -2.5% |
| 3M | -2.8% | +9.4% | -12.2% | -3.4% |
| 6M | +2.2% | +19.6% | -17.5% | +0.3% |
| YTD | +11.5% | +21.5% | -9.9% | +9.1% |
| 1Y | +13.5% | +28.0% | -14.5% | +10.0% |
| 3Y | +78.0% | +74.9% | +3.2% | +68.2% |
| All | +78.0% | +74.1% | +3.9% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling