+806.4%
SPYM vs EXC
+179.1%
+627.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -3.7% | +9.0% | -12.7% | -6.7% |
| 3M | -2.7% | +3.3% | -6.0% | -4.0% |
| 6M | +2.2% | +5.7% | -3.4% | -0.3% |
| YTD | +10.9% | +7.3% | +3.6% | +7.1% |
| 1Y | +11.3% | +2.9% | +8.4% | +9.0% |
| 3Y | +76.8% | +29.3% | +47.5% | +56.4% |
| 5Y | +73.5% | +40.1% | +33.5% | +47.4% |
| 10Y | +307.9% | +197.7% | +110.3% | +158.4% |
| All | +806.4% | +179.1% | +627.3% | +515.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling