+817.4%
SPYM vs ICE
+2,600.8%
-1,783.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.6% | +3.6% | -1.1% | +1.7% |
| 30D | -2.0% | +15.1% | -17.1% | -5.4% |
| 3M | -2.8% | +15.4% | -18.2% | -6.2% |
| 6M | +2.2% | +16.1% | -14.0% | -1.9% |
| YTD | +11.5% | +11.4% | +0.2% | +7.8% |
| 1Y | +13.5% | +18.5% | -5.0% | +8.0% |
| 3Y | +78.0% | +70.5% | +7.5% | +54.9% |
| 5Y | +73.1% | +40.9% | +32.2% | +56.8% |
| 10Y | +310.9% | +260.6% | +50.3% | +205.2% |
| All | +817.4% | +2,600.8% | -1,783.4% | +402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling