+322.9%
SPYM vs CLF
+116.4%
+206.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.2% |
| 7D | -0.4% | -2.7% | +2.3% | 0.0% |
| 30D | -1.4% | -3.2% | +1.8% | -1.1% |
| 3M | +3.7% | -5.0% | +8.7% | +3.7% |
| 6M | +13.0% | +26.6% | -13.6% | +8.0% |
| YTD | +12.5% | -9.0% | +21.4% | +11.6% |
| 1Y | +18.6% | +11.8% | +6.8% | +12.8% |
| 3Y | +78.0% | -15.1% | +93.1% | +68.6% |
| 5Y | +82.3% | -48.2% | +130.5% | +79.3% |
| 10Y | +322.9% | +127.6% | +195.3% | +200.8% |
| All | +322.9% | +116.4% | +206.5% | +200.8% |
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