+271.5%
SPYM vs FND
+56.5%
+215.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -1.0% | -5.8% | +4.7% | +0.2% |
| 30D | -1.3% | -20.2% | +18.9% | +3.3% |
| 3M | +3.6% | -12.0% | +15.6% | +5.6% |
| 6M | +13.3% | -18.5% | +31.8% | +16.7% |
| YTD | +12.4% | -22.3% | +34.7% | +16.3% |
| 1Y | +17.3% | -47.6% | +64.9% | +31.7% |
| 3Y | +76.8% | -49.8% | +126.5% | +92.9% |
| 5Y | +83.6% | -63.0% | +146.6% | +105.0% |
| All | +271.5% | +56.5% | +215.0% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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