+314.7%
SPYM vs ES
+85.1%
+229.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | -0.9% | -1.2% | +0.2% | -0.6% |
| 3M | +3.9% | +5.0% | -1.1% | +2.1% |
| 6M | +14.5% | -2.8% | +17.4% | +15.1% |
| YTD | +13.0% | +8.6% | +4.4% | +9.3% |
| 1Y | +19.4% | +18.9% | +0.5% | +11.3% |
| 3Y | +78.9% | +32.1% | +46.7% | +56.9% |
| 5Y | +82.3% | -5.1% | +87.4% | +80.3% |
| 10Y | +314.7% | +84.2% | +230.5% | +251.4% |
| All | +314.7% | +85.1% | +229.6% | +251.4% |
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