+17.5%
SPYM vs DAR
+110.4%
-92.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | -1.6% | +6.4% | -8.1% | -2.0% |
| 3M | +4.7% | +13.2% | -8.5% | +3.9% |
| 6M | +12.6% | +26.2% | -13.6% | +10.5% |
| YTD | +11.8% | +84.4% | -72.6% | +6.5% |
| 1Y | +17.5% | +112.0% | -94.5% | +11.0% |
| All | +17.5% | +110.4% | -92.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling