+314.6%
SPYM vs ROP
+135.7%
+178.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -8.0% | +6.0% | +2.0% |
| 30D | -1.6% | -2.7% | +1.1% | -0.5% |
| 3M | +4.7% | +16.6% | -11.8% | -4.2% |
| 6M | +12.6% | +10.4% | +2.2% | +5.3% |
| YTD | +11.8% | -12.1% | +23.9% | +17.3% |
| 1Y | +17.5% | -23.6% | +41.2% | +32.9% |
| 3Y | +77.0% | -19.3% | +96.3% | +91.7% |
| 5Y | +82.6% | -15.4% | +98.0% | +90.0% |
| All | +314.6% | +135.7% | +178.9% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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