+788.7%
SPYM vs FE
+149.5%
+639.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -5.4% | +5.2% | -10.5% | -6.9% |
| 3M | -4.1% | 0.0% | -4.0% | -4.2% |
| 6M | +0.8% | +5.0% | -4.3% | -1.1% |
| YTD | +8.8% | +7.9% | +0.9% | +5.6% |
| 1Y | +11.0% | +6.3% | +4.6% | +8.2% |
| 3Y | +75.5% | +46.0% | +29.5% | +52.5% |
| 5Y | +68.4% | +45.6% | +22.8% | +45.4% |
| 10Y | +316.1% | +109.3% | +206.8% | +210.2% |
| All | +788.7% | +149.5% | +639.2% | +530.3% |
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