+806.4%
SPYM vs COO
+265.1%
+541.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -0.6% | +4.5% | -5.1% | -1.8% |
| 30D | -3.7% | +16.9% | -20.6% | -8.0% |
| 3M | -2.7% | -16.7% | +14.0% | +1.8% |
| 6M | +2.2% | +5.9% | -3.7% | -0.9% |
| YTD | +10.9% | -22.4% | +33.4% | +17.8% |
| 1Y | +11.3% | -10.1% | +21.4% | +12.9% |
| 3Y | +76.8% | -22.8% | +99.6% | +82.6% |
| 5Y | +73.5% | -41.4% | +114.9% | +92.3% |
| 10Y | +307.9% | +41.3% | +266.7% | +250.9% |
| All | +806.4% | +265.1% | +541.3% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling