+78.0%
SPYM vs RF
+119.8%
-41.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +2.6% | +1.9% | +0.6% | +2.0% |
| 30D | -2.0% | +7.3% | -9.3% | -4.0% |
| 3M | -2.8% | -7.9% | +5.1% | -0.5% |
| 6M | +2.2% | +10.5% | -8.4% | -1.3% |
| YTD | +11.5% | +9.6% | +1.9% | +7.6% |
| 1Y | +13.5% | +20.3% | -6.8% | +6.2% |
| 3Y | +78.0% | +119.5% | -41.5% | +45.8% |
| All | +78.0% | +119.8% | -41.8% | +45.8% |
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