+318.0%
SPYM vs O
+54.0%
+264.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -2.9% | +2.1% | +0.2% |
| 30D | -1.1% | -4.5% | +3.4% | +0.5% |
| 3M | +3.9% | -2.6% | +6.5% | +4.6% |
| 6M | +13.6% | -5.6% | +19.2% | +15.5% |
| YTD | +12.7% | +9.3% | +3.5% | +8.6% |
| 1Y | +17.6% | +4.3% | +13.3% | +15.1% |
| 3Y | +77.2% | +27.4% | +49.8% | +59.0% |
| 5Y | +84.1% | +17.1% | +67.1% | +70.1% |
| All | +318.0% | +54.0% | +264.0% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling