+307.9%
SPYM vs ES
+87.3%
+220.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.6% | +0.9% | -1.4% | -0.9% |
| 30D | -3.7% | +5.9% | -9.6% | -5.5% |
| 3M | -2.7% | -1.0% | -1.7% | -2.6% |
| 6M | +2.2% | +7.2% | -4.9% | -0.5% |
| YTD | +10.9% | +7.0% | +3.9% | +7.6% |
| 1Y | +11.3% | +0.5% | +10.9% | +9.7% |
| 3Y | +76.8% | +48.7% | +28.2% | +48.2% |
| 5Y | +73.5% | +1.9% | +71.6% | +66.5% |
| 10Y | +307.9% | +89.2% | +218.8% | +253.6% |
| All | +307.9% | +87.3% | +220.6% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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