+308.3%
SPYM vs CF
+561.7%
-253.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -2.7% | -3.2% | +0.5% | -2.3% |
| 30D | -5.4% | +4.3% | -9.7% | -6.2% |
| 3M | -4.1% | +2.8% | -6.9% | -5.0% |
| 6M | +0.8% | +0.6% | +0.2% | -0.3% |
| YTD | +8.8% | +56.6% | -47.9% | -3.1% |
| 1Y | +11.0% | +49.6% | -38.6% | -0.3% |
| 3Y | +75.5% | +61.5% | +14.0% | +51.9% |
| 5Y | +68.4% | +124.0% | -55.5% | +28.4% |
| All | +308.3% | +561.7% | -253.4% | +143.3% |
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