+318.0%
SPYM vs PSA
+102.6%
+215.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | -1.1% | -8.4% | +7.3% | +1.8% |
| 3M | +3.9% | -7.8% | +11.7% | +6.5% |
| 6M | +13.6% | +0.8% | +12.8% | +12.6% |
| YTD | +12.7% | +16.5% | -3.8% | +6.0% |
| 1Y | +17.6% | +4.7% | +12.9% | +14.5% |
| 3Y | +77.2% | +21.1% | +56.2% | +60.4% |
| 5Y | +84.1% | +14.2% | +69.9% | +68.1% |
| All | +318.0% | +102.6% | +215.5% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded PSA 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling