+17.5%
SPYM vs EXC
+4.5%
+13.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | -2.0% | -1.6% | -0.3% | -2.1% |
| 30D | -1.6% | -2.4% | +0.7% | -1.9% |
| 3M | +4.7% | -4.0% | +8.7% | +4.3% |
| 6M | +12.6% | -9.8% | +22.3% | +11.6% |
| YTD | +11.8% | +2.3% | +9.5% | +12.1% |
| 1Y | +17.5% | +3.8% | +13.7% | +18.8% |
| All | +17.5% | +4.5% | +13.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling