+82.6%
SPYM vs PSX
+357.6%
-275.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | -1.6% | +15.8% | -17.5% | -4.2% |
| 3M | +4.7% | +43.0% | -38.3% | -2.0% |
| 6M | +12.6% | +61.1% | -48.5% | +2.4% |
| YTD | +11.8% | +104.5% | -92.7% | -3.6% |
| 1Y | +17.5% | +102.5% | -85.0% | +1.3% |
| 3Y | +77.0% | +133.5% | -56.5% | +44.5% |
| 5Y | +82.6% | +367.0% | -284.4% | +29.0% |
| All | +82.6% | +357.6% | -275.0% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling