+818.1%
SPYM vs DAR
+1,430.5%
-612.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.3% |
| 7D | -0.9% | +3.6% | -4.5% | -1.6% |
| 30D | -2.4% | -11.3% | +8.9% | -0.1% |
| 3M | -1.1% | -13.1% | +12.0% | +1.3% |
| 6M | +3.3% | -15.1% | +18.4% | +6.0% |
| YTD | +12.4% | +50.5% | -38.1% | +2.2% |
| 1Y | +12.5% | +57.9% | -45.4% | +1.2% |
| 3Y | +79.1% | +28.9% | +50.2% | +62.2% |
| 5Y | +75.7% | -31.4% | +107.1% | +77.3% |
| 10Y | +313.9% | +301.0% | +12.8% | +179.2% |
| All | +818.1% | +1,430.5% | -612.4% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling