+82.6%
SPYM vs IT
-46.1%
+128.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.0% | -12.7% | +10.7% | +0.7% |
| 30D | -1.6% | -8.9% | +7.3% | 0.0% |
| 3M | +4.7% | +10.1% | -5.4% | +1.2% |
| 6M | +12.6% | +7.3% | +5.3% | +8.5% |
| YTD | +11.8% | -32.4% | +44.2% | +21.6% |
| 1Y | +17.5% | -26.6% | +44.2% | +23.8% |
| 3Y | +77.0% | -51.8% | +128.8% | +108.3% |
| 5Y | +82.6% | -45.6% | +128.2% | +95.0% |
| All | +82.6% | -46.1% | +128.7% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling