+242.7%
SPYM vs SE
+569.0%
-326.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | -0.4% | -3.6% | +3.3% | +0.1% |
| 30D | -1.4% | -5.3% | +3.9% | -0.9% |
| 3M | +3.7% | +28.1% | -24.4% | -0.2% |
| 6M | +13.0% | +20.7% | -7.6% | +9.2% |
| YTD | +12.5% | -14.8% | +27.3% | +13.4% |
| 1Y | +18.6% | -43.6% | +62.2% | +26.2% |
| 3Y | +78.0% | +184.2% | -106.2% | +48.0% |
| 5Y | +82.3% | -66.3% | +148.6% | +89.0% |
| All | +242.7% | +569.0% | -326.2% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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