+73.1%
SPYM vs PL
+31.5%
+41.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +2.6% | +10.0% | -7.5% | +1.7% |
| 30D | -2.0% | -2.3% | +0.3% | -2.0% |
| 3M | -2.8% | -44.2% | +41.4% | +1.4% |
| 6M | +2.2% | -66.1% | +68.3% | +9.9% |
| YTD | +11.5% | -30.0% | +41.5% | +11.3% |
| 1Y | +13.5% | +21.0% | -7.5% | +7.2% |
| 3Y | +78.0% | +516.5% | -438.5% | +33.9% |
| All | +73.1% | +31.5% | +41.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling