+313.9%
SPYM vs FFIV
+130.1%
+183.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -0.9% | -2.9% | +2.0% | +0.1% |
| 30D | -2.4% | -32.4% | +30.1% | +10.2% |
| 3M | -1.1% | -22.7% | +21.6% | +5.9% |
| 6M | +3.3% | -10.7% | +14.0% | +4.5% |
| YTD | +12.4% | +25.4% | -13.0% | -0.9% |
| 1Y | +12.5% | +34.2% | -21.6% | -3.4% |
| 3Y | +79.1% | +101.2% | -22.1% | +27.3% |
| 5Y | +75.7% | +42.0% | +33.7% | +39.8% |
| 10Y | +313.9% | +126.7% | +187.1% | +156.2% |
| All | +313.9% | +130.1% | +183.8% | +156.2% |
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