+314.6%
SPYM vs CHRW
+182.4%
+132.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.0% | +4.4% | -6.3% | -3.0% |
| 30D | -1.6% | +5.5% | -7.1% | -2.9% |
| 3M | +4.7% | -17.3% | +22.0% | +8.6% |
| 6M | +12.6% | -12.7% | +25.2% | +14.5% |
| YTD | +11.8% | -4.1% | +15.9% | +10.2% |
| 1Y | +17.5% | +21.2% | -3.7% | +7.8% |
| 3Y | +77.0% | +88.9% | -11.9% | +38.5% |
| 5Y | +82.6% | +93.1% | -10.5% | +38.4% |
| All | +314.6% | +182.4% | +132.1% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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