+311.0%
SPYM vs M
-7.1%
+318.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +2.6% | +7.0% | -4.5% | +1.5% |
| 30D | -2.0% | +8.9% | -10.9% | -3.3% |
| 3M | -2.8% | +4.5% | -7.3% | -3.7% |
| 6M | +2.2% | +36.2% | -34.0% | -2.9% |
| YTD | +11.5% | +15.1% | -3.6% | +8.2% |
| 1Y | +13.5% | +27.4% | -13.9% | +8.4% |
| 3Y | +78.0% | +160.1% | -82.1% | +48.2% |
| 5Y | +73.1% | -1.6% | +74.7% | +59.5% |
| All | +311.0% | -7.1% | +318.1% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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