+78.0%
SPYM vs FE
+50.7%
+27.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +2.6% | +1.2% | +1.3% | +2.5% |
| 30D | -2.0% | +4.5% | -6.5% | -2.3% |
| 3M | -2.8% | +1.3% | -4.1% | -2.9% |
| 6M | +2.2% | +8.7% | -6.5% | +1.4% |
| YTD | +11.5% | +9.2% | +2.3% | +10.5% |
| 1Y | +13.5% | +7.0% | +6.5% | +12.7% |
| 3Y | +78.0% | +51.4% | +26.6% | +66.7% |
| All | +78.0% | +50.7% | +27.4% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling