+82.3%
SPYM vs FIVE
+38.7%
+43.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.6% | +3.7% | -3.1% | -0.1% |
| 30D | -0.9% | +4.0% | -4.9% | -1.7% |
| 3M | +3.9% | +36.2% | -32.3% | -1.9% |
| 6M | +14.5% | +18.0% | -3.5% | +10.3% |
| YTD | +13.0% | +34.9% | -21.9% | +6.1% |
| 1Y | +19.4% | +67.9% | -48.5% | +7.4% |
| 3Y | +78.9% | +57.3% | +21.5% | +55.8% |
| 5Y | +82.3% | +39.5% | +42.8% | +57.9% |
| All | +82.3% | +38.7% | +43.7% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling