+75.5%
SPYM vs CLF
-33.4%
+108.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -2.7% | -19.6% | +16.9% | -0.6% |
| 30D | -5.4% | -5.0% | -0.4% | -5.2% |
| 3M | -4.1% | -6.3% | +2.2% | -4.0% |
| 6M | +0.8% | +2.8% | -2.0% | -0.7% |
| YTD | +8.8% | -13.7% | +22.5% | +8.2% |
| 1Y | +11.0% | +13.6% | -2.6% | +6.8% |
| 3Y | +75.5% | -34.0% | +109.5% | +69.7% |
| All | +75.5% | -33.4% | +108.9% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling