+314.6%
SPYM vs FE
+114.8%
+199.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.5% |
| 30D | -1.6% | -1.3% | -0.4% | -1.3% |
| 3M | +4.7% | +0.6% | +4.1% | +4.4% |
| 6M | +12.6% | -6.8% | +19.4% | +14.7% |
| YTD | +11.8% | +6.4% | +5.4% | +9.1% |
| 1Y | +17.5% | +11.3% | +6.3% | +12.9% |
| 3Y | +77.0% | +47.1% | +29.9% | +52.7% |
| 5Y | +82.6% | +50.4% | +32.2% | +55.3% |
| All | +314.6% | +114.8% | +199.8% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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