+76.8%
SPYM vs EFX
-12.7%
+89.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.4% | -9.4% | +9.0% | +1.4% |
| 30D | -1.4% | -6.9% | +5.5% | -0.2% |
| 3M | +3.7% | +0.1% | +3.6% | +3.0% |
| 6M | +13.0% | -17.3% | +30.4% | +16.7% |
| YTD | +12.5% | -21.8% | +34.3% | +17.3% |
| 1Y | +18.6% | -32.5% | +51.2% | +28.0% |
| All | +76.8% | -12.7% | +89.5% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling