+811.4%
SPYM vs DRI
+1,276.7%
-465.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | -2.0% | +9.7% | -11.7% | -4.4% |
| 3M | -2.8% | +3.2% | -6.0% | -3.9% |
| 6M | +2.2% | +20.6% | -18.4% | -3.4% |
| YTD | +11.5% | +28.3% | -16.7% | +3.3% |
| 1Y | +13.5% | +34.5% | -21.0% | +3.6% |
| 3Y | +78.0% | +66.5% | +11.5% | +51.3% |
| 5Y | +73.1% | +79.6% | -6.5% | +42.8% |
| 10Y | +310.9% | +333.8% | -22.9% | +146.6% |
| All | +811.4% | +1,276.7% | -465.3% | +257.5% |
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