+76.8%
SPYM vs IT
-52.2%
+129.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -0.4% | -9.1% | +8.8% | +0.7% |
| 30D | -1.4% | -12.2% | +10.8% | 0.0% |
| 3M | +3.7% | +7.8% | -4.1% | +2.3% |
| 6M | +13.0% | +2.0% | +11.1% | +12.0% |
| YTD | +12.5% | -32.7% | +45.2% | +19.8% |
| 1Y | +18.6% | -31.1% | +49.7% | +25.2% |
| All | +76.8% | -52.2% | +129.0% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling