+318.0%
SPYM vs PSX
+386.4%
-68.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | +1.7% | -2.5% | -1.2% |
| 30D | -1.1% | +15.6% | -16.7% | -4.7% |
| 3M | +3.9% | +46.5% | -42.6% | -6.1% |
| 6M | +13.6% | +55.0% | -41.4% | +0.6% |
| YTD | +12.7% | +105.3% | -92.6% | -7.8% |
| 1Y | +17.6% | +101.6% | -84.0% | -3.7% |
| 3Y | +77.2% | +134.1% | -56.9% | +36.1% |
| 5Y | +84.1% | +368.7% | -284.6% | +11.7% |
| All | +318.0% | +386.4% | -68.4% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling