+78.9%
SPYM vs EXC
+21.1%
+57.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.6% | +1.2% | -0.6% | +0.6% |
| 30D | -0.9% | -2.7% | +1.8% | -0.9% |
| 3M | +3.9% | -1.0% | +4.9% | +3.9% |
| 6M | +14.5% | -9.3% | +23.8% | +14.8% |
| YTD | +13.0% | +3.6% | +9.4% | +12.7% |
| 1Y | +19.4% | +5.9% | +13.5% | +18.9% |
| 3Y | +78.9% | +21.3% | +57.6% | +76.5% |
| All | +78.9% | +21.1% | +57.8% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling