+312.2%
SPYM vs CLF
+92.7%
+219.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.6% | +1.4% |
| 7D | +0.1% | -14.1% | +14.2% | +2.0% |
| 30D | -3.3% | -5.5% | +2.2% | -3.0% |
| 3M | -2.4% | 0.0% | -2.4% | -3.2% |
| 6M | +2.6% | +11.3% | -8.7% | -0.6% |
| YTD | +11.3% | -7.7% | +19.0% | +9.5% |
| 1Y | +13.5% | +17.5% | -4.1% | +7.5% |
| 3Y | +80.3% | -25.4% | +105.7% | +73.2% |
| 5Y | +72.7% | -46.0% | +118.7% | +68.4% |
| 10Y | +312.2% | +80.1% | +232.1% | +199.2% |
| All | +312.2% | +92.7% | +219.5% | +199.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling