+12.1%
SPYM vs CLF
+26.4%
-14.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +3.3% | +16.0% | -12.7% | +2.0% |
| 30D | -2.6% | +1.6% | -4.3% | -3.1% |
| 3M | -1.7% | +6.7% | -8.4% | -2.7% |
| 6M | +3.1% | +21.1% | -18.0% | +0.8% |
| YTD | +12.0% | -1.6% | +13.6% | +8.7% |
| 1Y | +12.1% | +18.5% | -6.4% | +4.9% |
| All | +12.1% | +26.4% | -14.3% | +4.9% |
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