+828.4%
SPYM vs FE
+148.8%
+679.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +0.1% | -1.2% | +1.2% | +0.4% |
| 3M | +2.0% | +3.5% | -1.5% | +0.7% |
| 6M | +13.1% | -6.1% | +19.1% | +14.9% |
| YTD | +13.6% | +7.6% | +6.0% | +10.5% |
| 1Y | +20.1% | +11.9% | +8.2% | +15.2% |
| 3Y | +77.6% | +48.4% | +29.1% | +53.4% |
| 5Y | +82.5% | +44.8% | +37.8% | +57.9% |
| 10Y | +317.6% | +115.9% | +201.7% | +208.2% |
| All | +828.4% | +148.8% | +679.6% | +559.5% |
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