+813.5%
SPYM vs ITOT
+774.0%
+39.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | 0.0% |
| 7D | -2.0% | -2.0% | +0.1% | -0.2% |
| 30D | -1.6% | -2.0% | +0.3% | 0.0% |
| 3M | +4.7% | +4.5% | +0.2% | +0.9% |
| 6M | +12.6% | +12.6% | -0.1% | +1.7% |
| YTD | +11.8% | +12.0% | -0.2% | +1.5% |
| 1Y | +17.5% | +17.3% | +0.3% | +2.7% |
| 3Y | +77.0% | +75.2% | +1.7% | +10.2% |
| 5Y | +82.6% | +74.0% | +8.6% | +14.5% |
| 10Y | +320.3% | +298.6% | +21.7% | +37.4% |
| All | +813.5% | +774.0% | +39.5% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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