+185.0%
SPYM vs DT
+75.7%
+109.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.6% | +3.1% | -0.6% | +1.9% |
| 30D | -2.0% | -29.5% | +27.5% | +5.2% |
| 3M | -2.8% | -11.7% | +8.9% | -0.8% |
| 6M | +2.2% | +29.0% | -26.8% | -4.9% |
| YTD | +11.5% | +3.4% | +8.2% | +8.1% |
| 1Y | +13.5% | -4.2% | +17.7% | +11.9% |
| 3Y | +78.0% | -12.8% | +90.9% | +76.5% |
| 5Y | +73.1% | -39.6% | +112.7% | +78.2% |
| All | +185.0% | +75.7% | +109.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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