+314.7%
SPYM vs D
+35.9%
+278.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | -0.9% | -0.7% | -0.2% | -0.7% |
| 3M | +3.9% | +2.1% | +1.8% | +3.1% |
| 6M | +14.5% | +6.8% | +7.7% | +11.7% |
| YTD | +13.0% | +16.5% | -3.5% | +6.9% |
| 1Y | +19.4% | +19.2% | +0.3% | +11.9% |
| 3Y | +78.9% | +61.9% | +17.0% | +47.1% |
| 5Y | +82.3% | +6.5% | +75.8% | +75.0% |
| 10Y | +314.7% | +35.3% | +279.5% | +272.7% |
| All | +314.7% | +35.9% | +278.9% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling