+75.5%
SPYM vs RF
+104.8%
-29.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | -5.4% | +6.0% | -11.4% | -7.0% |
| 3M | -4.1% | -8.9% | +4.8% | -1.5% |
| 6M | +0.8% | +2.3% | -1.6% | -0.3% |
| YTD | +8.8% | +7.6% | +1.2% | +5.5% |
| 1Y | +11.0% | +21.2% | -10.2% | +3.5% |
| 3Y | +75.5% | +108.5% | -33.0% | +44.5% |
| All | +75.5% | +104.8% | -29.3% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling