+828.4%
SPYM vs COR
+2,571.8%
-1,743.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.7% |
| 30D | +0.1% | +4.5% | -4.5% | -1.4% |
| 3M | +2.0% | +22.7% | -20.6% | -4.5% |
| 6M | +13.1% | -9.7% | +22.8% | +15.3% |
| YTD | +13.6% | -1.4% | +15.0% | +12.3% |
| 1Y | +20.1% | +13.9% | +6.1% | +12.9% |
| 3Y | +77.6% | +94.0% | -16.4% | +37.5% |
| 5Y | +82.5% | +184.0% | -101.5% | +23.2% |
| 10Y | +317.6% | +406.8% | -89.2% | +120.6% |
| All | +828.4% | +2,571.8% | -1,743.4% | +165.0% |
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