+318.0%
SPYM vs ET
+177.0%
+141.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -1.1% | +2.9% | -3.9% | -1.8% |
| 3M | +3.9% | +16.8% | -12.9% | -0.2% |
| 6M | +13.6% | +18.9% | -5.2% | +8.5% |
| YTD | +12.7% | +37.7% | -25.0% | +3.6% |
| 1Y | +17.6% | +32.4% | -14.9% | +9.1% |
| 3Y | +77.2% | +99.5% | -22.3% | +48.0% |
| 5Y | +84.1% | +244.0% | -159.8% | +34.4% |
| All | +318.0% | +177.0% | +141.0% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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