+322.9%
SPYM vs FDS
+72.8%
+250.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.7% |
| 7D | -0.4% | -8.8% | +8.4% | +2.6% |
| 30D | -1.4% | -1.4% | 0.0% | -1.2% |
| 3M | +3.7% | +13.9% | -10.1% | -2.2% |
| 6M | +13.0% | +27.4% | -14.3% | +0.7% |
| YTD | +12.5% | -2.5% | +14.9% | +10.5% |
| 1Y | +18.6% | -23.8% | +42.4% | +28.2% |
| 3Y | +78.0% | -32.5% | +110.5% | +99.9% |
| 5Y | +82.3% | -23.2% | +105.5% | +89.6% |
| 10Y | +322.9% | +76.4% | +246.4% | +204.9% |
| All | +322.9% | +72.8% | +250.0% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling