+633.5%
SPYM vs INDA
+109.4%
+524.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.4% |
| 7D | -0.8% | -2.7% | +1.9% | +0.4% |
| 30D | -1.1% | -2.8% | +1.7% | +0.1% |
| 3M | +3.9% | +1.6% | +2.2% | +3.1% |
| 6M | +13.6% | -1.4% | +15.0% | +14.2% |
| YTD | +12.7% | -10.1% | +22.9% | +17.9% |
| 1Y | +17.6% | -8.8% | +26.4% | +22.1% |
| 3Y | +77.2% | +7.6% | +69.6% | +70.6% |
| 5Y | +84.1% | +5.8% | +78.3% | +78.3% |
| 10Y | +323.8% | +84.0% | +239.8% | +222.3% |
| All | +633.5% | +109.4% | +524.2% | +429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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