+241.3%
SPYM vs SE
+358.6%
-117.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -1.7% | -41.8% | +40.1% | +5.4% |
| 6M | +3.1% | -22.4% | +25.5% | +5.8% |
| YTD | +12.0% | -41.6% | +53.6% | +18.6% |
| 1Y | +12.1% | -48.0% | +60.1% | +20.5% |
| 3Y | +78.5% | +63.9% | +14.7% | +60.1% |
| 5Y | +73.8% | -78.2% | +152.0% | +91.2% |
| All | +241.3% | +358.6% | -117.3% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling