+811.4%
SPYM vs SBAC
+1,139.5%
-328.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +2.6% | +0.6% | +1.9% | +2.4% |
| 30D | -2.0% | +5.5% | -7.5% | -3.7% |
| 3M | -2.8% | +3.1% | -5.9% | -4.0% |
| 6M | +2.2% | -7.0% | +9.2% | +3.3% |
| YTD | +11.5% | +0.5% | +11.0% | +8.9% |
| 1Y | +13.5% | +0.2% | +13.3% | +10.9% |
| 3Y | +78.0% | -7.4% | +85.4% | +73.7% |
| 5Y | +73.1% | -39.7% | +112.9% | +90.2% |
| 10Y | +310.9% | +112.5% | +198.3% | +199.2% |
| All | +811.4% | +1,139.5% | -328.1% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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