+828.4%
SPYM vs PSA
+805.4%
+23.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | +0.1% | -7.7% | +7.8% | +2.6% |
| 3M | +2.0% | -0.6% | +2.6% | +1.9% |
| 6M | +13.1% | -0.9% | +14.0% | +12.8% |
| YTD | +13.6% | +18.7% | -5.0% | +6.8% |
| 1Y | +20.1% | +7.6% | +12.4% | +16.2% |
| 3Y | +77.6% | +23.7% | +53.9% | +61.9% |
| 5Y | +82.5% | +13.7% | +68.9% | +69.2% |
| 10Y | +317.6% | +98.9% | +218.7% | +216.4% |
| All | +828.4% | +805.4% | +23.0% | +319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling