+828.4%
SPYM vs DD
+187.7%
+640.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +0.1% | -3.5% | +3.6% | +1.3% |
| 30D | +0.1% | -10.3% | +10.4% | +3.8% |
| 3M | +2.0% | -7.5% | +9.6% | +4.6% |
| 6M | +13.1% | -8.0% | +21.1% | +15.5% |
| YTD | +13.6% | +10.5% | +3.2% | +8.7% |
| 1Y | +20.1% | +38.3% | -18.2% | +5.7% |
| 3Y | +77.6% | +42.5% | +35.1% | +51.3% |
| 5Y | +82.5% | +60.2% | +22.4% | +47.3% |
| 10Y | +317.6% | +68.9% | +248.7% | +208.9% |
| All | +828.4% | +187.7% | +640.7% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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