+314.7%
SPYM vs P
+712.4%
-397.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +0.6% | +7.8% | -7.3% | -0.8% |
| 30D | -0.9% | +12.3% | -13.2% | -3.6% |
| 3M | +3.9% | +37.1% | -33.2% | -3.1% |
| 6M | +14.5% | +66.1% | -51.5% | +1.9% |
| YTD | +13.0% | +50.9% | -37.9% | +1.6% |
| 1Y | +19.4% | +27.2% | -7.8% | +9.1% |
| 3Y | +78.9% | +158.7% | -79.8% | +32.9% |
| 5Y | +82.3% | +291.1% | -208.8% | +20.3% |
| 10Y | +314.7% | +715.0% | -400.3% | +130.3% |
| All | +314.7% | +712.4% | -397.6% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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