+809.6%
SPYM vs PWR
+4,237.3%
-3,427.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.0% | -0.2% |
| 7D | +0.1% | -4.8% | +4.9% | +0.8% |
| 30D | -3.3% | -16.2% | +12.9% | +0.6% |
| 3M | -2.4% | -11.9% | +9.6% | -0.2% |
| 6M | +2.6% | -20.6% | +23.2% | +6.9% |
| YTD | +11.3% | +40.3% | -28.9% | -2.2% |
| 1Y | +13.5% | +33.0% | -19.6% | +1.0% |
| 3Y | +80.3% | +250.0% | -169.7% | +18.4% |
| 5Y | +72.7% | +404.2% | -331.4% | +0.2% |
| 10Y | +312.2% | +1,865.8% | -1,553.6% | +57.4% |
| All | +809.6% | +4,237.3% | -3,427.7% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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