+818.1%
SPYM vs PAAS
+203.9%
+614.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -0.9% | -5.2% | +4.3% | -0.4% |
| 30D | -2.4% | -13.9% | +11.6% | -1.0% |
| 3M | -1.1% | -23.8% | +22.6% | +1.2% |
| 6M | +3.3% | -36.4% | +39.7% | +7.4% |
| YTD | +12.4% | -23.4% | +35.7% | +13.9% |
| 1Y | +12.5% | +5.6% | +6.9% | +10.3% |
| 3Y | +79.1% | +209.7% | -130.6% | +54.6% |
| 5Y | +75.7% | +55.6% | +20.1% | +59.4% |
| 10Y | +313.9% | +212.2% | +101.6% | +232.9% |
| All | +818.1% | +203.9% | +614.2% | +563.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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