+312.2%
SPYM vs FIVE
+596.6%
-284.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.2% |
| 7D | +0.1% | +6.2% | -6.1% | -1.2% |
| 30D | -3.3% | +18.2% | -21.5% | -6.6% |
| 3M | -2.4% | +3.8% | -6.2% | -3.5% |
| 6M | +2.6% | +13.7% | -11.1% | -1.1% |
| YTD | +11.3% | +34.7% | -23.4% | +3.1% |
| 1Y | +13.5% | +66.6% | -53.2% | +0.4% |
| 3Y | +80.3% | +44.3% | +36.0% | +55.7% |
| 5Y | +72.7% | +18.8% | +54.0% | +50.9% |
| 10Y | +312.2% | +569.2% | -257.0% | +162.3% |
| All | +312.2% | +596.6% | -284.4% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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