+316.7%
SPYM vs CF
+575.3%
-258.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.2% |
| 7D | +0.1% | +6.0% | -5.9% | -1.0% |
| 30D | +0.1% | +14.8% | -14.8% | -2.5% |
| 3M | +2.0% | +14.1% | -12.0% | -0.7% |
| 6M | +13.1% | +28.5% | -15.5% | +5.9% |
| YTD | +13.6% | +74.9% | -61.3% | -0.3% |
| 1Y | +20.1% | +61.7% | -41.6% | +6.8% |
| 3Y | +77.6% | +80.3% | -2.8% | +51.1% |
| 5Y | +82.5% | +226.0% | -143.4% | +28.0% |
| All | +316.7% | +575.3% | -258.6% | +144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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