+818.1%
SPYM vs EL
+787.9%
+30.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.4% | +12.3% | -14.6% | -5.7% |
| 3M | -1.1% | +28.4% | -29.5% | -8.8% |
| 6M | +3.3% | +36.7% | -33.4% | -7.0% |
| YTD | +12.4% | +8.4% | +4.0% | +6.3% |
| 1Y | +12.5% | +25.4% | -12.9% | +1.5% |
| 3Y | +79.1% | +3.4% | +75.7% | +59.8% |
| 5Y | +75.7% | -64.8% | +140.5% | +119.6% |
| 10Y | +313.9% | +63.0% | +250.9% | +199.7% |
| All | +818.1% | +787.9% | +30.2% | +263.6% |
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