+318.0%
SPYM vs MKTX
+5.0%
+313.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +3.9% | +40.8% | -36.9% | -3.3% |
| 6M | +13.6% | -8.0% | +21.6% | +14.7% |
| YTD | +12.7% | -8.7% | +21.5% | +13.8% |
| 1Y | +17.6% | -11.8% | +29.4% | +19.3% |
| 3Y | +77.2% | -24.0% | +101.3% | +79.9% |
| 5Y | +84.1% | -60.3% | +144.4% | +113.2% |
| All | +318.0% | +5.0% | +313.0% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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