+307.9%
SPYM vs COO
+38.3%
+269.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -0.6% | +4.5% | -5.1% | -2.1% |
| 30D | -3.7% | +16.9% | -20.6% | -8.9% |
| 3M | -2.7% | -16.7% | +14.0% | +2.9% |
| 6M | +2.2% | +5.9% | -3.7% | -1.7% |
| YTD | +10.9% | -22.4% | +33.4% | +19.6% |
| 1Y | +11.3% | -10.1% | +21.4% | +13.2% |
| 3Y | +76.8% | -22.8% | +99.6% | +82.5% |
| 5Y | +73.5% | -41.4% | +114.9% | +97.9% |
| 10Y | +307.9% | +41.3% | +266.7% | +245.3% |
| All | +307.9% | +38.3% | +269.6% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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