+815.1%
SPYM vs ROP
+1,327.3%
-512.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +3.3% | -2.7% | +5.9% | +4.4% |
| 30D | -2.6% | +29.7% | -32.4% | -13.5% |
| 3M | -1.7% | +21.2% | -22.9% | -10.4% |
| 6M | +3.1% | +48.3% | -45.1% | -14.9% |
| YTD | +12.0% | +8.4% | +3.6% | +5.3% |
| 1Y | +12.1% | +6.0% | +6.1% | +6.5% |
| 3Y | +78.5% | -5.6% | +84.2% | +77.3% |
| 5Y | +73.8% | +1.3% | +72.6% | +66.1% |
| 10Y | +312.5% | +184.1% | +128.4% | +148.8% |
| All | +815.1% | +1,327.3% | -512.2% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling