+0.8%
SPYM vs PL
-66.1%
+66.8%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | -0.6% |
| 7D | -2.7% | -6.8% | +4.1% | -2.2% |
| 30D | -5.4% | -29.3% | +23.9% | -2.8% |
| 3M | -4.1% | -44.8% | +40.7% | +0.3% |
| 6M | +0.8% | -68.4% | +69.1% | +9.1% |
| All | +0.8% | -66.1% | +66.8% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling