+828.4%
SPYM vs EXC
+167.5%
+660.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.1% | -3.7% | +3.8% | +1.3% |
| 3M | +2.0% | -1.3% | +3.3% | +2.2% |
| 6M | +13.1% | -9.7% | +22.8% | +16.5% |
| YTD | +13.6% | +2.9% | +10.7% | +11.5% |
| 1Y | +20.1% | +4.4% | +15.7% | +17.0% |
| 3Y | +77.6% | +22.2% | +55.3% | +60.3% |
| 5Y | +82.5% | +46.7% | +35.8% | +52.4% |
| 10Y | +317.6% | +155.3% | +162.3% | +178.5% |
| All | +828.4% | +167.5% | +660.9% | +540.7% |
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