+818.1%
SPYM vs COO
+261.4%
+556.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -0.9% | -2.3% | +1.4% | -0.2% |
| 30D | -2.4% | +13.3% | -15.6% | -5.9% |
| 3M | -1.1% | -18.1% | +16.9% | +3.9% |
| 6M | +3.3% | +6.7% | -3.4% | 0.0% |
| YTD | +12.4% | -23.2% | +35.6% | +19.6% |
| 1Y | +12.5% | -12.3% | +24.8% | +14.9% |
| 3Y | +79.1% | -23.6% | +102.7% | +85.5% |
| 5Y | +75.7% | -38.7% | +114.4% | +92.3% |
| 10Y | +313.9% | +42.2% | +271.7% | +255.5% |
| All | +818.1% | +261.4% | +556.7% | +372.4% |
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