+3.3%
SPYM vs DAR
-14.7%
+18.0%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +1.1% |
| 7D | -0.9% | +3.6% | -4.5% | -1.1% |
| 30D | -2.4% | -11.3% | +8.9% | -2.7% |
| 3M | -1.1% | -13.1% | +12.0% | -1.8% |
| 6M | +3.3% | -15.1% | +18.4% | +2.6% |
| All | +3.3% | -14.7% | +18.0% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling