+318.0%
SPYM vs ITW
+194.8%
+123.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | -1.1% | -8.3% | +7.2% | +3.5% |
| 3M | +3.9% | +6.0% | -2.1% | +0.2% |
| 6M | +13.6% | 0.0% | +13.6% | +12.8% |
| YTD | +12.7% | +10.2% | +2.5% | +5.6% |
| 1Y | +17.6% | +3.2% | +14.4% | +13.9% |
| 3Y | +77.2% | +21.0% | +56.3% | +55.1% |
| 5Y | +84.1% | +37.9% | +46.2% | +47.3% |
| All | +318.0% | +194.8% | +123.2% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling