+806.4%
SPYM vs M
+42.8%
+763.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -0.6% | +5.0% | -5.6% | -1.5% |
| 30D | -3.7% | +10.6% | -14.3% | -5.6% |
| 3M | -2.7% | +1.6% | -4.3% | -3.3% |
| 6M | +2.2% | +30.8% | -28.6% | -3.4% |
| YTD | +10.9% | +16.9% | -6.0% | +6.5% |
| 1Y | +11.3% | +26.3% | -14.9% | +5.2% |
| 3Y | +76.8% | +158.6% | -81.8% | +40.4% |
| 5Y | +73.5% | +2.1% | +71.4% | +55.7% |
| 10Y | +307.9% | -4.3% | +312.3% | +219.0% |
| All | +806.4% | +42.8% | +763.5% | +412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling