+322.9%
SPYM vs FFIV
+239.4%
+83.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -1.8% |
| 7D | -0.4% | +3.5% | -3.8% | -1.6% |
| 30D | -1.4% | -1.3% | -0.1% | -1.2% |
| 3M | +3.7% | +2.4% | +1.4% | +2.3% |
| 6M | +13.0% | +41.8% | -28.8% | -1.6% |
| YTD | +12.5% | +58.5% | -46.0% | -6.6% |
| 1Y | +18.6% | +24.3% | -5.7% | +7.1% |
| 3Y | +78.0% | +152.0% | -74.0% | +20.0% |
| 5Y | +82.3% | +99.1% | -16.8% | +31.4% |
| 10Y | +322.9% | +242.8% | +80.1% | +144.0% |
| All | +322.9% | +239.4% | +83.4% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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