+316.9%
SPYM vs ICE
+220.6%
+96.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -1.0% | -2.4% | +1.3% | +0.1% |
| 30D | -1.3% | +4.0% | -5.4% | -3.3% |
| 3M | +3.6% | +13.7% | -10.1% | -3.2% |
| 6M | +13.3% | +0.9% | +12.4% | +11.8% |
| YTD | +12.4% | -2.1% | +14.6% | +11.9% |
| 1Y | +17.3% | -9.5% | +26.8% | +21.3% |
| 3Y | +76.8% | +42.1% | +34.7% | +41.4% |
| 5Y | +83.6% | +41.4% | +42.3% | +44.7% |
| All | +316.9% | +220.6% | +96.3% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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