+620.6%
SPYM vs PSX
+1,159.1%
-538.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | +0.6% | +2.8% | -2.2% | -0.1% |
| 30D | -0.9% | +27.8% | -28.7% | -6.9% |
| 3M | +3.9% | +42.0% | -38.1% | -5.2% |
| 6M | +14.5% | +58.1% | -43.6% | +1.2% |
| YTD | +13.0% | +105.0% | -92.0% | -7.0% |
| 1Y | +19.4% | +104.9% | -85.5% | -2.0% |
| 3Y | +78.9% | +134.1% | -55.2% | +38.7% |
| 5Y | +82.3% | +363.8% | -281.5% | +13.9% |
| 10Y | +314.7% | +370.1% | -55.4% | +139.7% |
| All | +620.6% | +1,159.1% | -538.5% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PSX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling