+818.1%
SPYM vs SBAC
+1,135.7%
-317.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -0.9% | -2.8% | +1.9% | -0.1% |
| 30D | -2.4% | +3.1% | -5.5% | -3.4% |
| 3M | -1.1% | +5.1% | -6.3% | -2.9% |
| 6M | +3.3% | -11.4% | +14.7% | +5.9% |
| YTD | +12.4% | +0.2% | +12.2% | +9.8% |
| 1Y | +12.5% | -3.9% | +16.5% | +11.3% |
| 3Y | +79.1% | -7.7% | +86.8% | +75.0% |
| 5Y | +75.7% | -39.7% | +115.4% | +93.1% |
| 10Y | +313.9% | +111.9% | +202.0% | +201.7% |
| All | +818.1% | +1,135.7% | -317.6% | +293.7% |
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