+82.6%
SPYM vs SITM
+176.0%
-93.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -2.0% | +4.8% | -6.8% | -2.6% |
| 30D | -1.6% | -9.7% | +8.1% | -0.6% |
| 3M | +4.7% | -9.3% | +14.1% | +4.6% |
| 6M | +12.6% | +69.5% | -56.9% | +1.8% |
| YTD | +11.8% | +70.5% | -58.7% | +0.2% |
| 1Y | +17.5% | +145.3% | -127.7% | -1.3% |
| 3Y | +77.0% | +432.8% | -355.8% | +23.6% |
| 5Y | +82.6% | +174.0% | -91.4% | +27.0% |
| All | +82.6% | +176.0% | -93.4% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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