+828.4%
SPYM vs FFIV
+1,350.2%
-521.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +0.1% | -5.1% | +5.1% | +1.1% |
| 3M | +2.0% | -4.5% | +6.5% | +2.8% |
| 6M | +13.1% | +36.5% | -23.4% | +4.5% |
| YTD | +13.6% | +53.0% | -39.3% | +2.0% |
| 1Y | +20.1% | +24.2% | -4.1% | +12.6% |
| 3Y | +77.6% | +137.2% | -59.7% | +42.4% |
| 5Y | +82.5% | +91.8% | -9.2% | +52.0% |
| 10Y | +317.6% | +215.2% | +102.4% | +207.7% |
| All | +828.4% | +1,350.2% | -521.8% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling