+268.6%
SPYM vs FND
+57.9%
+210.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +2.6% | -6.8% | +9.4% | +4.0% |
| 30D | -2.0% | +8.0% | -10.0% | -3.9% |
| 3M | -2.8% | -18.9% | +16.1% | +1.0% |
| 6M | +2.2% | +4.7% | -2.5% | -0.3% |
| YTD | +11.5% | -21.6% | +33.1% | +14.7% |
| 1Y | +13.5% | -22.0% | +35.5% | +16.7% |
| 3Y | +78.0% | -40.4% | +118.5% | +86.4% |
| 5Y | +73.1% | -63.8% | +136.9% | +93.8% |
| All | +268.6% | +57.9% | +210.7% | +200.6% |
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