+811.4%
SPYM vs EL
+783.3%
+28.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.6% | +1.5% | +1.0% | +2.1% |
| 30D | -2.0% | +10.0% | -12.0% | -4.8% |
| 3M | -2.8% | +28.4% | -31.2% | -10.3% |
| 6M | +2.2% | +37.1% | -34.9% | -8.1% |
| YTD | +11.5% | +7.8% | +3.7% | +5.6% |
| 1Y | +13.5% | +26.0% | -12.5% | +2.3% |
| 3Y | +78.0% | +3.8% | +74.2% | +58.6% |
| 5Y | +73.1% | -65.2% | +138.3% | +117.2% |
| 10Y | +310.9% | +62.1% | +248.7% | +197.9% |
| All | +811.4% | +783.3% | +28.1% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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