+823.3%
SPYM vs DE
+3,104.1%
-2,280.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -0.9% | +9.6% | -10.6% | -4.2% |
| 3M | +3.9% | +19.0% | -15.1% | -2.5% |
| 6M | +14.5% | +16.1% | -1.5% | +7.9% |
| YTD | +13.0% | +47.0% | -34.0% | -2.3% |
| 1Y | +19.4% | +43.1% | -23.7% | +3.9% |
| 3Y | +78.9% | +77.5% | +1.4% | +42.1% |
| 5Y | +82.3% | +96.4% | -14.0% | +36.2% |
| 10Y | +314.7% | +852.9% | -538.2% | +74.0% |
| All | +823.3% | +3,104.1% | -2,280.8% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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