+318.0%
SPYM vs ROK
+357.9%
-39.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.2% |
| 7D | -0.8% | -1.2% | +0.5% | -0.3% |
| 30D | -1.1% | -4.8% | +3.7% | +0.7% |
| 3M | +3.9% | -6.1% | +10.0% | +5.8% |
| 6M | +13.6% | +15.5% | -1.9% | +6.3% |
| YTD | +12.7% | +11.2% | +1.6% | +6.6% |
| 1Y | +17.6% | +23.8% | -6.3% | +6.4% |
| 3Y | +77.2% | +53.1% | +24.1% | +41.9% |
| 5Y | +84.1% | +48.3% | +35.8% | +45.0% |
| All | +318.0% | +357.9% | -39.9% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ROK 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling