+818.1%
SPYM vs DRI
+1,277.9%
-459.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -2.4% | +14.7% | -17.1% | -5.9% |
| 3M | -1.1% | +5.4% | -6.6% | -2.8% |
| 6M | +3.3% | +18.8% | -15.5% | -2.0% |
| YTD | +12.4% | +28.4% | -16.0% | +4.0% |
| 1Y | +12.5% | +37.7% | -25.1% | +2.1% |
| 3Y | +79.1% | +68.0% | +11.2% | +51.9% |
| 5Y | +75.7% | +78.8% | -3.1% | +45.1% |
| 10Y | +313.9% | +334.2% | -20.3% | +148.3% |
| All | +818.1% | +1,277.9% | -459.9% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling