+318.0%
SPYM vs DRI
+353.8%
-35.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.8% | -3.2% | +2.4% | +0.1% |
| 30D | -1.1% | -7.8% | +6.7% | +1.0% |
| 3M | +3.9% | +0.4% | +3.5% | +3.4% |
| 6M | +13.6% | +4.8% | +8.8% | +11.5% |
| YTD | +12.7% | +16.7% | -4.0% | +7.2% |
| 1Y | +17.6% | +1.5% | +16.1% | +15.8% |
| 3Y | +77.2% | +56.3% | +21.0% | +53.1% |
| 5Y | +84.1% | +66.4% | +17.7% | +54.4% |
| All | +318.0% | +353.8% | -35.8% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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