+828.4%
SPYM vs D
+317.3%
+511.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +0.1% | -3.6% | +3.6% | +1.4% |
| 3M | +2.0% | -1.0% | +3.0% | +2.2% |
| 6M | +13.1% | +6.3% | +6.8% | +9.7% |
| YTD | +13.6% | +14.7% | -1.1% | +6.8% |
| 1Y | +20.1% | +16.9% | +3.1% | +11.6% |
| 3Y | +77.6% | +56.8% | +20.8% | +42.4% |
| 5Y | +82.5% | +5.2% | +77.3% | +71.8% |
| 10Y | +317.6% | +35.9% | +281.7% | +235.3% |
| All | +828.4% | +317.3% | +511.1% | +328.5% |
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