+313.9%
SPYM vs SAP
+231.4%
+82.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -2.5% | +1.6% | -0.1% |
| 30D | -2.4% | +7.5% | -9.8% | -5.1% |
| 3M | -1.1% | +11.6% | -12.8% | -5.5% |
| 6M | +3.3% | +37.6% | -34.3% | -10.0% |
| YTD | +12.4% | -2.0% | +14.3% | +10.7% |
| 1Y | +12.5% | -6.4% | +18.9% | +13.0% |
| 3Y | +79.1% | +67.7% | +11.4% | +35.6% |
| 5Y | +75.7% | +75.7% | 0.0% | +26.8% |
| 10Y | +313.9% | +229.3% | +84.5% | +118.0% |
| All | +313.9% | +231.4% | +82.5% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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