+78.0%
SPYM vs NDAQ
+117.7%
-39.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.2% |
| 30D | -2.0% | +18.0% | -20.0% | -6.9% |
| 3M | -2.8% | +11.5% | -14.3% | -6.1% |
| 6M | +2.2% | +21.1% | -18.9% | -4.2% |
| YTD | +11.5% | +12.8% | -1.3% | +7.1% |
| 1Y | +13.5% | +25.7% | -12.2% | +3.7% |
| 3Y | +78.0% | +116.8% | -38.8% | +35.1% |
| All | +78.0% | +117.7% | -39.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling