+322.9%
SPYM vs SAP
+175.9%
+147.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.4% | +0.3% | -1.7% | -1.7% |
| 3M | +3.7% | +16.9% | -13.2% | -3.1% |
| 6M | +13.0% | +6.3% | +6.7% | +8.7% |
| YTD | +12.5% | -12.4% | +24.9% | +15.8% |
| 1Y | +18.6% | -21.6% | +40.2% | +27.7% |
| 3Y | +78.0% | +54.8% | +23.3% | +38.7% |
| 5Y | +82.3% | +56.2% | +26.1% | +37.7% |
| 10Y | +322.9% | +179.0% | +143.8% | +135.2% |
| All | +322.9% | +175.9% | +147.0% | +135.2% |
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