+322.9%
SPYM vs CMS
+116.0%
+206.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -1.4% | -1.3% | -0.1% | -1.0% |
| 3M | +3.7% | -5.4% | +9.1% | +5.4% |
| 6M | +13.0% | -10.3% | +23.4% | +16.7% |
| YTD | +12.5% | -0.2% | +12.7% | +11.7% |
| 1Y | +18.6% | -0.9% | +19.5% | +17.8% |
| 3Y | +78.0% | +34.0% | +44.1% | +55.3% |
| 5Y | +82.3% | +23.6% | +58.8% | +62.3% |
| 10Y | +322.9% | +122.2% | +200.6% | +233.6% |
| All | +322.9% | +116.0% | +206.9% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CMS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling