+818.1%
SPYM vs ES
+728.3%
+89.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -2.4% | +6.7% | -9.1% | -4.7% |
| 3M | -1.1% | +0.3% | -1.5% | -1.5% |
| 6M | +3.3% | +7.4% | -4.1% | +0.1% |
| YTD | +12.4% | +8.4% | +4.0% | +8.0% |
| 1Y | +12.5% | +0.6% | +11.9% | +10.6% |
| 3Y | +79.1% | +50.6% | +28.5% | +47.2% |
| 5Y | +75.7% | +4.8% | +70.9% | +64.7% |
| 10Y | +313.9% | +93.1% | +220.8% | +193.7% |
| All | +818.1% | +728.3% | +89.8% | +282.1% |
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