+20.1%
SPYM vs SO
-1.3%
+21.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.1% | -4.6% | +4.6% | -0.6% |
| 3M | +2.0% | -3.0% | +5.1% | +1.5% |
| 6M | +13.1% | -8.3% | +21.3% | +11.7% |
| YTD | +13.6% | +3.5% | +10.1% | +14.6% |
| 1Y | +20.1% | -0.9% | +21.0% | +18.9% |
| All | +20.1% | -1.3% | +21.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling