+78.9%
SPYM vs FFIV
+141.9%
-63.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +0.6% | -1.5% | +2.1% | +1.0% |
| 30D | -0.9% | -2.7% | +1.7% | -0.4% |
| 3M | +3.9% | -1.7% | +5.6% | +3.9% |
| 6M | +14.5% | +36.1% | -21.6% | +4.5% |
| YTD | +13.0% | +52.6% | -39.6% | -0.8% |
| 1Y | +19.4% | +21.5% | -2.1% | +12.0% |
| 3Y | +78.9% | +142.7% | -63.8% | +35.9% |
| All | +78.9% | +141.9% | -63.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling