+813.5%
SPYM vs NYT
+194.3%
+619.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -0.7% | -1.2% | -1.8% |
| 30D | -1.6% | +4.5% | -6.1% | -2.6% |
| 3M | +4.7% | -8.5% | +13.3% | +6.2% |
| 6M | +12.6% | -15.1% | +27.6% | +15.7% |
| YTD | +11.8% | -3.3% | +15.1% | +11.5% |
| 1Y | +17.5% | +17.0% | +0.6% | +12.3% |
| 3Y | +77.0% | +55.7% | +21.3% | +57.2% |
| 5Y | +82.6% | +38.9% | +43.7% | +63.1% |
| 10Y | +320.3% | +485.3% | -165.0% | +170.7% |
| All | +813.5% | +194.3% | +619.2% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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