+68.3%
SPYM vs COMP
-17.6%
+85.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.4% | -0.7% |
| 7D | -2.7% | +13.4% | -16.1% | -4.0% |
| 30D | -5.4% | +11.1% | -16.5% | -6.5% |
| 3M | -4.1% | -18.8% | +14.8% | -2.5% |
| 6M | +0.8% | +10.5% | -9.7% | -1.1% |
| YTD | +8.8% | -3.4% | +12.2% | +7.2% |
| 1Y | +11.0% | +19.7% | -8.7% | +6.9% |
| 3Y | +75.5% | +381.6% | -306.1% | +40.9% |
| All | +68.3% | -17.6% | +85.9% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling