+455.2%
SPYM vs SFM
+48.8%
+406.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +2.6% | +6.0% | -3.5% | +1.9% |
| 30D | -2.0% | -19.5% | +17.5% | -0.1% |
| 3M | -2.8% | -37.0% | +34.2% | +1.7% |
| 6M | +2.2% | -41.0% | +43.2% | +7.3% |
| YTD | +11.5% | -34.6% | +46.2% | +15.2% |
| 1Y | +13.5% | -36.3% | +49.8% | +17.5% |
| 3Y | +78.0% | +24.5% | +53.5% | +66.5% |
| 5Y | +73.1% | +115.9% | -42.7% | +48.4% |
| 10Y | +310.9% | +139.5% | +171.3% | +234.3% |
| All | +455.2% | +48.8% | +406.5% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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