+312.6%
SPYM vs FE
+123.7%
+188.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -2.6% | +3.9% | -6.5% | -3.8% |
| 3M | -1.7% | -0.1% | -1.6% | -1.8% |
| 6M | +3.1% | +6.1% | -3.0% | +0.9% |
| YTD | +12.0% | +8.1% | +3.9% | +8.7% |
| 1Y | +12.1% | +4.4% | +7.7% | +9.9% |
| 3Y | +78.5% | +49.0% | +29.5% | +53.2% |
| 5Y | +73.8% | +46.1% | +27.7% | +49.0% |
| All | +312.6% | +123.7% | +188.9% | +236.0% |
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