+828.4%
SPYM vs ED
+468.9%
+359.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -0.1% | +0.2% | +0.1% |
| 3M | +2.0% | +3.9% | -1.9% | +0.4% |
| 6M | +13.1% | -3.0% | +16.1% | +13.7% |
| YTD | +13.6% | +10.7% | +2.9% | +8.9% |
| 1Y | +20.1% | +13.3% | +6.7% | +13.8% |
| 3Y | +77.6% | +34.5% | +43.1% | +54.3% |
| 5Y | +82.5% | +67.1% | +15.4% | +43.8% |
| 10Y | +317.6% | +103.0% | +214.5% | +192.1% |
| All | +828.4% | +468.9% | +359.5% | +270.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling