+312.6%
SPYM vs CME
+305.5%
+7.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.3% | +2.7% | +0.6% | +2.4% |
| 30D | -2.6% | +13.5% | -16.1% | -6.7% |
| 3M | -1.7% | +20.9% | -22.6% | -7.9% |
| 6M | +3.1% | +11.5% | -8.4% | -1.2% |
| YTD | +12.0% | +19.5% | -7.5% | +4.1% |
| 1Y | +12.1% | +17.2% | -5.1% | +4.8% |
| 3Y | +78.5% | +65.1% | +13.4% | +43.5% |
| 5Y | +73.8% | +73.1% | +0.7% | +35.2% |
| All | +312.6% | +305.5% | +7.1% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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