+73.8%
SPYM vs SE
-78.1%
+151.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +3.3% | -1.5% | +4.7% | +3.5% |
| 30D | -2.6% | -22.3% | +19.7% | +0.4% |
| 3M | -1.7% | -41.8% | +40.1% | +5.0% |
| 6M | +3.1% | -22.4% | +25.5% | +5.7% |
| YTD | +12.0% | -41.6% | +53.6% | +18.3% |
| 1Y | +12.1% | -48.0% | +60.1% | +20.0% |
| 3Y | +78.5% | +63.9% | +14.7% | +61.9% |
| 5Y | +73.8% | -78.2% | +152.0% | +81.9% |
| All | +73.8% | -78.1% | +151.9% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling