+313.9%
SPYM vs FIVE
+535.9%
-222.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -2.4% | +17.4% | -19.8% | -5.6% |
| 3M | -1.1% | +7.0% | -8.2% | -2.9% |
| 6M | +3.3% | +20.5% | -17.1% | -1.5% |
| YTD | +12.4% | +33.1% | -20.8% | +4.3% |
| 1Y | +12.5% | +67.1% | -54.6% | -0.5% |
| 3Y | +79.1% | +41.9% | +37.2% | +55.2% |
| 5Y | +75.7% | +21.1% | +54.6% | +52.7% |
| 10Y | +313.9% | +518.8% | -204.9% | +164.0% |
| All | +313.9% | +535.9% | -222.1% | +164.0% |
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