+312.6%
SPYM vs COO
+40.1%
+272.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +3.3% | -2.1% | +5.4% | +4.0% |
| 30D | -2.6% | +13.9% | -16.6% | -7.1% |
| 3M | -1.7% | -18.9% | +17.2% | +4.9% |
| 6M | +3.1% | +3.7% | -0.6% | -0.1% |
| YTD | +12.0% | -24.1% | +36.1% | +21.7% |
| 1Y | +12.1% | -14.2% | +26.3% | +15.9% |
| 3Y | +78.5% | -24.5% | +103.0% | +85.7% |
| 5Y | +73.8% | -40.4% | +114.3% | +96.7% |
| All | +312.6% | +40.1% | +272.6% | +244.9% |
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