+811.4%
SPYM vs NDAQ
+994.2%
-182.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.1% |
| 30D | -2.0% | +18.0% | -20.0% | -7.1% |
| 3M | -2.8% | +11.5% | -14.3% | -6.3% |
| 6M | +2.2% | +21.1% | -18.9% | -4.5% |
| YTD | +11.5% | +12.8% | -1.3% | +6.1% |
| 1Y | +13.5% | +25.7% | -12.2% | +4.2% |
| 3Y | +78.0% | +116.8% | -38.8% | +36.8% |
| 5Y | +73.1% | +67.3% | +5.9% | +43.0% |
| 10Y | +310.9% | +473.3% | -162.5% | +136.5% |
| All | +811.4% | +994.2% | -182.8% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling