+311.0%
SPYM vs EW
+254.3%
+56.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +2.6% | +4.9% | -2.4% | +1.1% |
| 30D | -2.0% | +23.9% | -25.9% | -8.1% |
| 3M | -2.8% | +15.8% | -18.5% | -7.2% |
| 6M | +2.2% | +31.7% | -29.5% | -6.4% |
| YTD | +11.5% | +25.7% | -14.2% | +3.3% |
| 1Y | +13.5% | +24.4% | -10.9% | +5.3% |
| 3Y | +78.0% | +65.9% | +12.2% | +42.8% |
| 5Y | +73.1% | -7.6% | +80.8% | +67.1% |
| All | +311.0% | +254.3% | +56.6% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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