+828.4%
SPYM vs COO
+299.6%
+528.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.8% |
| 30D | +0.1% | -7.0% | +7.1% | +2.1% |
| 3M | +2.0% | +12.2% | -10.2% | -1.9% |
| 6M | +13.1% | -15.1% | +28.2% | +17.9% |
| YTD | +13.6% | -15.1% | +28.7% | +18.4% |
| 1Y | +20.1% | +2.3% | +17.7% | +17.8% |
| 3Y | +77.6% | -23.7% | +101.2% | +85.4% |
| 5Y | +82.5% | -38.9% | +121.5% | +101.3% |
| 10Y | +317.6% | +49.9% | +267.7% | +255.0% |
| All | +828.4% | +299.6% | +528.8% | +367.4% |
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