+14.8%
SPYM vs CLF
+12.5%
+2.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.2% | +10.8% | +2.3% |
| 7D | -0.7% | -7.9% | +7.2% | -0.2% |
| 30D | -1.1% | +5.2% | -6.3% | -1.7% |
| 3M | -0.3% | +4.3% | -4.6% | -1.1% |
| 6M | +7.3% | +25.3% | -17.9% | +4.6% |
| YTD | +13.4% | -3.3% | +16.7% | +10.6% |
| 1Y | +14.8% | +20.2% | -5.4% | +8.3% |
| All | +14.8% | +12.5% | +2.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling