+318.0%
SPYM vs EFV
+169.9%
+148.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | 0.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | -1.1% | +0.6% | -1.7% | -1.6% |
| 3M | +3.9% | +7.5% | -3.7% | -2.2% |
| 6M | +13.6% | +13.0% | +0.6% | +2.5% |
| YTD | +12.7% | +18.3% | -5.6% | -2.2% |
| 1Y | +17.6% | +26.7% | -9.1% | -3.7% |
| 3Y | +77.2% | +89.6% | -12.3% | +2.9% |
| 5Y | +84.1% | +98.2% | -14.1% | +2.3% |
| All | +318.0% | +169.9% | +148.1% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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