+815.1%
SPYM vs COR
+2,720.6%
-1,905.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.3% | +2.9% | +0.4% | +2.4% |
| 30D | -2.6% | +5.8% | -8.5% | -4.3% |
| 3M | -1.7% | +11.4% | -13.2% | -5.0% |
| 6M | +3.1% | +34.5% | -31.3% | -6.3% |
| YTD | +12.0% | +4.1% | +7.9% | +8.8% |
| 1Y | +12.1% | -3.1% | +15.2% | +11.3% |
| 3Y | +78.5% | +80.9% | -2.3% | +41.9% |
| 5Y | +73.8% | +195.1% | -121.3% | +16.0% |
| 10Y | +312.5% | +492.7% | -180.2% | +108.3% |
| All | +815.1% | +2,720.6% | -1,905.5% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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