+14.8%
SPYM vs S
+36.5%
-21.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | -0.7% | -8.2% | +7.5% | -0.1% |
| 30D | -1.1% | -7.6% | +6.6% | -0.6% |
| 3M | -0.3% | +12.0% | -12.3% | -1.4% |
| 6M | +7.3% | +50.6% | -43.2% | +3.3% |
| YTD | +13.4% | +56.6% | -43.2% | +8.2% |
| 1Y | +14.8% | +39.2% | -24.4% | +10.2% |
| All | +14.8% | +36.5% | -21.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling