+17.5%
SPYM vs IR
-8.2%
+25.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -1.4% |
| 30D | -1.6% | -14.0% | +12.4% | +1.1% |
| 3M | +4.7% | +3.7% | +1.0% | +3.7% |
| 6M | +12.6% | -15.4% | +27.9% | +15.1% |
| YTD | +11.8% | -7.7% | +19.5% | +12.1% |
| 1Y | +17.5% | -8.8% | +26.4% | +18.1% |
| All | +17.5% | -8.2% | +25.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling