+314.7%
SPYM vs RF
+334.9%
-20.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | -0.9% | -3.4% | +2.4% | +0.1% |
| 3M | +3.9% | +6.4% | -2.4% | +1.7% |
| 6M | +14.5% | +13.4% | +1.1% | +9.6% |
| YTD | +13.0% | +14.2% | -1.3% | +7.6% |
| 1Y | +19.4% | +15.7% | +3.7% | +13.0% |
| 3Y | +78.9% | +91.3% | -12.5% | +41.0% |
| 5Y | +82.3% | +89.8% | -7.4% | +41.0% |
| 10Y | +314.7% | +336.7% | -22.0% | +131.9% |
| All | +314.7% | +334.9% | -20.2% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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