+17.6%
SPYM vs O
+5.4%
+12.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | -0.8% | -2.9% | +2.1% | -0.9% |
| 30D | -1.1% | -4.5% | +3.4% | -1.2% |
| 3M | +3.9% | -2.6% | +6.5% | +3.7% |
| 6M | +13.6% | -5.6% | +19.2% | +13.6% |
| YTD | +12.7% | +9.3% | +3.5% | +11.3% |
| 1Y | +17.6% | +4.3% | +13.3% | +16.2% |
| All | +17.6% | +5.4% | +12.2% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling