+809.6%
SPYM vs FE
+150.5%
+659.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | -3.3% | +4.6% | -8.0% | -4.7% |
| 3M | -2.4% | -0.8% | -1.6% | -2.3% |
| 6M | +2.6% | +7.3% | -4.7% | 0.0% |
| YTD | +11.3% | +8.3% | +3.0% | +7.9% |
| 1Y | +13.5% | +5.7% | +7.8% | +10.8% |
| 3Y | +80.3% | +49.0% | +31.3% | +55.6% |
| 5Y | +72.7% | +49.2% | +23.6% | +47.9% |
| 10Y | +312.2% | +110.7% | +201.5% | +206.8% |
| All | +809.6% | +150.5% | +659.1% | +544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling