+317.1%
SPYM vs SM
+22.6%
+294.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | +20.3% | -21.7% | -3.0% |
| 3M | +3.7% | +22.9% | -19.2% | +1.5% |
| 6M | +13.0% | +47.8% | -34.8% | +8.3% |
| YTD | +12.5% | +107.5% | -95.0% | +4.3% |
| 1Y | +18.6% | +51.7% | -33.1% | +12.8% |
| 3Y | +78.0% | -0.9% | +78.9% | +73.0% |
| 5Y | +82.3% | +112.2% | -29.9% | +63.3% |
| All | +317.1% | +22.6% | +294.5% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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