+806.4%
SPYM vs SM
+5.6%
+800.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.5% |
| 7D | -0.6% | -19.5% | +18.9% | +1.6% |
| 30D | -3.7% | -20.2% | +16.5% | -1.6% |
| 3M | -2.7% | -6.5% | +3.8% | -2.5% |
| 6M | +2.2% | +1.6% | +0.7% | +0.9% |
| YTD | +10.9% | +61.2% | -50.3% | +3.1% |
| 1Y | +11.3% | +65.4% | -54.0% | +3.1% |
| 3Y | +76.8% | -13.0% | +89.9% | +72.4% |
| 5Y | +73.5% | -4.3% | +77.8% | +62.6% |
| 10Y | +307.9% | +3.0% | +304.9% | +196.6% |
| All | +806.4% | +5.6% | +800.8% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling