+82.3%
SPYM vs S
-72.3%
+154.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +0.6% | -5.8% | +6.4% | +1.4% |
| 30D | -0.9% | -9.2% | +8.3% | +0.1% |
| 3M | +3.9% | +23.4% | -19.5% | +0.5% |
| 6M | +14.5% | +36.9% | -22.4% | +8.6% |
| YTD | +13.0% | +29.5% | -16.5% | +7.7% |
| 1Y | +19.4% | +5.4% | +14.0% | +16.7% |
| 3Y | +78.9% | +14.7% | +64.2% | +68.1% |
| 5Y | +82.3% | -71.5% | +153.9% | +88.1% |
| All | +82.3% | -72.3% | +154.6% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling