+809.6%
SPYM vs D
+332.6%
+477.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.5% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | -3.3% | +10.7% | -14.0% | -7.2% |
| 3M | -2.4% | +2.3% | -4.7% | -3.5% |
| 6M | +2.6% | +12.5% | -9.9% | -2.6% |
| YTD | +11.3% | +20.1% | -8.8% | +2.6% |
| 1Y | +13.5% | +15.6% | -2.1% | +6.0% |
| 3Y | +80.3% | +75.2% | +5.1% | +38.4% |
| 5Y | +72.7% | +14.6% | +58.1% | +56.9% |
| 10Y | +312.2% | +43.8% | +268.5% | +223.2% |
| All | +809.6% | +332.6% | +477.0% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling