+78.8%
SPYM vs FDS
-23.5%
+102.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +3.3% | -2.6% | +5.9% | +3.5% |
| 30D | -2.6% | +14.1% | -16.7% | -3.9% |
| 3M | -1.7% | +19.8% | -21.5% | -3.6% |
| 6M | +3.1% | +55.0% | -51.8% | -2.4% |
| YTD | +12.0% | +15.9% | -3.9% | +12.0% |
| 1Y | +12.1% | +24.2% | -12.1% | +9.9% |
| All | +78.8% | -23.5% | +102.3% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling