+828.4%
SPYM vs RF
+72.5%
+755.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +1.3% | -1.2% | -0.2% |
| 30D | +0.1% | -3.6% | +3.7% | +0.8% |
| 3M | +2.0% | +8.1% | -6.1% | +0.4% |
| 6M | +13.1% | +11.5% | +1.6% | +10.4% |
| YTD | +13.6% | +15.6% | -2.0% | +10.1% |
| 1Y | +20.1% | +15.7% | +4.4% | +16.1% |
| 3Y | +77.6% | +86.9% | -9.3% | +54.7% |
| 5Y | +82.5% | +89.8% | -7.3% | +56.9% |
| 10Y | +317.6% | +344.7% | -27.1% | +196.7% |
| All | +828.4% | +72.5% | +755.9% | +552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling