+82.3%
SPYM vs EW
-28.5%
+110.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | +0.3% |
| 7D | +0.6% | -4.4% | +5.0% | +1.6% |
| 30D | -0.9% | -3.3% | +2.4% | -0.2% |
| 3M | +3.9% | +1.0% | +2.9% | +3.5% |
| 6M | +14.5% | +6.2% | +8.3% | +12.6% |
| YTD | +13.0% | +1.7% | +11.3% | +12.0% |
| 1Y | +19.4% | +8.1% | +11.3% | +16.6% |
| 3Y | +78.9% | +17.1% | +61.8% | +63.8% |
| 5Y | +82.3% | -29.4% | +111.7% | +92.4% |
| All | +82.3% | -28.5% | +110.8% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling