+68.3%
SPYM vs PL
+20.8%
+47.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | -0.5% |
| 7D | -2.7% | -6.8% | +4.1% | -2.2% |
| 30D | -5.4% | -29.3% | +23.9% | -2.9% |
| 3M | -4.1% | -44.8% | +40.7% | +0.2% |
| 6M | +0.8% | -68.4% | +69.1% | +8.9% |
| YTD | +8.8% | -36.4% | +45.1% | +9.4% |
| 1Y | +11.0% | +0.7% | +10.3% | +6.5% |
| 3Y | +75.5% | +455.3% | -379.8% | +33.2% |
| All | +68.3% | +20.8% | +47.5% | +38.8% |
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 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