+82.3%
SPYM vs ROP
-16.4%
+98.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | +0.1% |
| 7D | -0.4% | -6.1% | +5.8% | +2.1% |
| 30D | -1.4% | -3.4% | +2.0% | -0.2% |
| 3M | +3.7% | +16.7% | -13.0% | -3.7% |
| 6M | +13.0% | +8.1% | +5.0% | +8.2% |
| YTD | +12.5% | -11.7% | +24.1% | +18.8% |
| 1Y | +18.6% | -24.2% | +42.8% | +35.9% |
| 3Y | +78.0% | -19.0% | +97.0% | +93.1% |
| 5Y | +82.3% | -15.9% | +98.2% | +85.4% |
| All | +82.3% | -16.4% | +98.7% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling