+98.8%
SPYM vs PL
+84.9%
+13.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +0.1% | -9.3% | +9.4% | +0.8% |
| 30D | +0.1% | -18.9% | +19.0% | +1.7% |
| 3M | +2.0% | -58.4% | +60.4% | +8.5% |
| 6M | +13.1% | -30.3% | +43.4% | +14.0% |
| YTD | +13.6% | -8.1% | +21.7% | +11.3% |
| 1Y | +20.1% | +180.5% | -160.4% | +4.5% |
| 3Y | +77.6% | +444.1% | -366.6% | +36.5% |
| 5Y | +82.5% | +83.0% | -0.5% | +44.6% |
| All | +98.8% | +84.9% | +13.9% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling