+127.6%
SPYM vs OWL
+24.2%
+103.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.8% | -10.1% | +9.3% | +1.5% |
| 30D | -1.1% | -11.9% | +10.9% | +1.5% |
| 3M | +3.9% | +10.7% | -6.8% | +1.1% |
| 6M | +13.6% | +22.1% | -8.5% | +7.4% |
| YTD | +12.7% | -24.8% | +37.5% | +18.4% |
| 1Y | +17.6% | -39.2% | +56.8% | +29.0% |
| 3Y | +77.2% | +1.7% | +75.5% | +69.9% |
| 5Y | +84.1% | -15.5% | +99.6% | +72.4% |
| All | +127.6% | +24.2% | +103.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded OWL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling