+314.7%
SPYM vs M
-6.4%
+321.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.1% | -0.2% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | -0.9% | -11.6% | +10.7% | +0.8% |
| 3M | +3.9% | +1.6% | +2.3% | +3.4% |
| 6M | +14.5% | +25.2% | -10.7% | +10.3% |
| YTD | +13.0% | +3.8% | +9.2% | +11.5% |
| 1Y | +19.4% | +36.3% | -16.9% | +13.0% |
| 3Y | +78.9% | +116.3% | -37.5% | +52.9% |
| 5Y | +82.3% | +28.2% | +54.2% | +62.0% |
| 10Y | +314.7% | -3.4% | +318.1% | +222.8% |
| All | +314.7% | -6.4% | +321.1% | +222.8% |
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