+78.9%
SPYM vs NDAQ
+91.7%
-12.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | +0.6% | -2.6% | +3.1% | +1.4% |
| 30D | -0.9% | +0.5% | -1.4% | -1.1% |
| 3M | +3.9% | +9.9% | -6.0% | +0.4% |
| 6M | +14.5% | +8.2% | +6.3% | +10.9% |
| YTD | +13.0% | -1.5% | +14.5% | +13.2% |
| 1Y | +19.4% | +1.3% | +18.1% | +18.0% |
| 3Y | +78.9% | +92.6% | -13.7% | +40.3% |
| All | +78.9% | +91.7% | -12.9% | +40.3% |
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