+828.4%
SPYM vs GEN
+343.2%
+485.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | +0.1% | +10.1% | -10.1% | -2.4% |
| 3M | +2.0% | +16.1% | -14.1% | -2.0% |
| 6M | +13.1% | +38.9% | -25.8% | +3.2% |
| YTD | +13.6% | +14.4% | -0.8% | +8.5% |
| 1Y | +20.1% | +5.9% | +14.2% | +16.8% |
| 3Y | +77.6% | +58.8% | +18.8% | +53.8% |
| 5Y | +82.5% | +24.7% | +57.9% | +64.8% |
| 10Y | +317.6% | +163.1% | +154.5% | +190.8% |
| All | +828.4% | +343.2% | +485.2% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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