+82.3%
SPYM vs DAR
-8.5%
+90.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | -0.9% | +13.0% | -13.9% | -3.2% |
| 3M | +3.9% | +15.0% | -11.1% | +1.0% |
| 6M | +14.5% | +26.8% | -12.3% | +9.0% |
| YTD | +13.0% | +86.4% | -73.4% | -0.1% |
| 1Y | +19.4% | +115.1% | -95.7% | +2.2% |
| 3Y | +78.9% | +14.6% | +64.2% | +70.3% |
| 5Y | +82.3% | -8.8% | +91.1% | +77.3% |
| All | +82.3% | -8.5% | +90.8% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling