+200.7%
SPYM vs DOW
-5.5%
+206.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +5.2% | -2.7% | +1.1% |
| 30D | -2.0% | +13.2% | -15.2% | -5.5% |
| 3M | -2.8% | +10.1% | -12.9% | -5.8% |
| 6M | +2.2% | -13.1% | +15.2% | +5.3% |
| YTD | +11.5% | +46.1% | -34.6% | -4.4% |
| 1Y | +13.5% | +50.0% | -36.5% | -3.8% |
| 3Y | +78.0% | -20.2% | +98.3% | +80.3% |
| 5Y | +73.1% | -27.7% | +100.8% | +79.5% |
| All | +200.7% | -5.5% | +206.3% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling