+788.7%
SPYM vs CF
+6,109.6%
-5,320.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 1Y | +11.0% | +49.6% | -38.6% | +0.8% |
| 3Y | +75.5% | +61.5% | +14.0% | +54.6% |
| 5Y | +68.4% | +124.0% | -55.5% | +35.1% |
| 10Y | +316.1% | +573.2% | -257.1% | +159.4% |
| All | +788.7% | +6,109.6% | -5,320.9% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling