+811.4%
SPYM vs CME
+750.1%
+61.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +2.6% | +3.9% | -1.4% | +1.4% |
| 30D | -2.0% | +11.3% | -13.3% | -5.0% |
| 3M | -2.8% | +19.6% | -22.3% | -7.8% |
| 6M | +2.2% | +8.1% | -5.9% | -0.8% |
| YTD | +11.5% | +20.4% | -8.9% | +4.6% |
| 1Y | +13.5% | +16.5% | -3.0% | +7.3% |
| 3Y | +78.0% | +66.4% | +11.6% | +49.6% |
| 5Y | +73.1% | +74.5% | -1.3% | +42.3% |
| 10Y | +310.9% | +308.5% | +2.4% | +160.8% |
| All | +811.4% | +750.1% | +61.3% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling