+811.4%
SPYM vs EW
+2,972.4%
-2,161.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +2.6% | +4.9% | -2.4% | +1.3% |
| 30D | -2.0% | +23.9% | -25.9% | -7.3% |
| 3M | -2.8% | +15.8% | -18.5% | -6.6% |
| 6M | +2.2% | +31.7% | -29.5% | -5.2% |
| YTD | +11.5% | +25.7% | -14.2% | +4.4% |
| 1Y | +13.5% | +24.4% | -10.9% | +6.5% |
| 3Y | +78.0% | +65.9% | +12.2% | +49.1% |
| 5Y | +73.1% | -7.6% | +80.8% | +66.8% |
| 10Y | +310.9% | +253.2% | +57.6% | +180.2% |
| All | +811.4% | +2,972.4% | -2,161.0% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling