+809.6%
SPYM vs ES
+715.9%
+93.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | -3.3% | +5.7% | -9.0% | -5.4% |
| 3M | -2.4% | -2.8% | +0.4% | -1.7% |
| 6M | +2.6% | +7.0% | -4.4% | -0.5% |
| YTD | +11.3% | +6.8% | +4.5% | +7.6% |
| 1Y | +13.5% | -0.5% | +13.9% | +11.9% |
| 3Y | +80.3% | +47.2% | +33.1% | +49.4% |
| 5Y | +72.7% | +2.3% | +70.5% | +63.4% |
| 10Y | +312.2% | +85.6% | +226.6% | +197.0% |
| All | +809.6% | +715.9% | +93.6% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling