+12.5%
SPYM vs PL
+8.6%
+3.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | -0.9% | +13.4% | -14.3% | -1.7% |
| 30D | -2.4% | -10.2% | +7.8% | -2.1% |
| 3M | -1.1% | -39.5% | +38.4% | +0.8% |
| 6M | +3.3% | -65.7% | +69.0% | +7.2% |
| YTD | +12.4% | -27.3% | +39.6% | +13.1% |
| 1Y | +12.5% | +15.0% | -2.5% | +10.8% |
| All | +12.5% | +8.6% | +3.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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