+314.6%
SPYM vs ED
+109.0%
+205.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -1.9% | -0.1% | -1.5% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +4.7% | 0.0% | +4.7% | +4.6% |
| 6M | +12.6% | -2.5% | +15.1% | +12.9% |
| YTD | +11.8% | +10.1% | +1.7% | +8.2% |
| 1Y | +17.5% | +13.6% | +4.0% | +12.5% |
| 3Y | +77.0% | +32.4% | +44.5% | +58.2% |
| 5Y | +82.6% | +69.9% | +12.7% | +48.5% |
| All | +314.6% | +109.0% | +205.5% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ED 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling