+587.1%
SPYM vs FIVE
+822.5%
-235.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -5.4% | +17.7% | -23.0% | -8.1% |
| 3M | -4.1% | +4.0% | -8.0% | -5.1% |
| 6M | +0.8% | +2.6% | -1.8% | -0.6% |
| YTD | +8.8% | +27.6% | -18.8% | +2.8% |
| 1Y | +11.0% | +59.9% | -49.0% | +0.5% |
| 3Y | +75.5% | +35.8% | +39.7% | +55.8% |
| 5Y | +68.4% | +14.4% | +54.0% | +50.2% |
| 10Y | +316.1% | +576.1% | -260.1% | +177.7% |
| All | +587.1% | +822.5% | -235.4% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling