+815.1%
SPYM vs SM
+17.2%
+797.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -0.9% |
| 7D | +3.3% | +10.6% | -7.3% | +2.1% |
| 30D | -2.6% | -15.0% | +12.3% | -1.2% |
| 3M | -1.7% | +1.7% | -3.4% | -2.5% |
| 6M | +3.1% | +5.9% | -2.7% | +1.3% |
| YTD | +12.0% | +79.0% | -67.0% | +2.9% |
| 1Y | +12.1% | +84.7% | -72.6% | +2.6% |
| 3Y | +78.5% | -3.5% | +82.0% | +72.1% |
| 5Y | +73.8% | +4.9% | +68.9% | +61.3% |
| 10Y | +312.5% | +17.7% | +294.8% | +195.2% |
| All | +815.1% | +17.2% | +797.8% | +383.1% |
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