+82.3%
SPYM vs NDAQ
+52.5%
+29.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -1.4% | -1.5% | +0.1% | -0.9% |
| 3M | +3.7% | +8.0% | -4.3% | 0.0% |
| 6M | +13.0% | +7.7% | +5.3% | +8.7% |
| YTD | +12.5% | -2.3% | +14.8% | +12.4% |
| 1Y | +18.6% | +0.6% | +18.1% | +16.6% |
| 3Y | +78.0% | +90.9% | -12.9% | +27.7% |
| 5Y | +82.3% | +52.5% | +29.8% | +38.4% |
| All | +82.3% | +52.5% | +29.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling