+356.3%
SPYM vs P
+499.9%
-143.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.6% | -13.3% | +12.8% | +1.6% |
| 30D | -3.7% | -34.0% | +30.3% | +2.7% |
| 3M | -2.7% | +4.1% | -6.8% | -4.8% |
| 6M | +2.2% | +30.5% | -28.2% | -5.2% |
| YTD | +10.9% | +52.2% | -41.3% | -0.8% |
| 1Y | +11.3% | +10.3% | +1.0% | +4.3% |
| 3Y | +76.8% | +180.9% | -104.0% | +31.3% |
| 5Y | +73.5% | +259.7% | -186.2% | +19.7% |
| 10Y | +307.9% | +652.6% | -344.7% | +136.7% |
| All | +356.3% | +499.9% | -143.6% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling