+313.9%
SPYM vs SO
+195.2%
+118.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | -2.4% | +7.8% | -10.2% | -5.0% |
| 3M | -1.1% | +2.9% | -4.1% | -2.3% |
| 6M | +3.3% | +2.5% | +0.8% | +2.0% |
| YTD | +12.4% | +10.3% | +2.1% | +7.6% |
| 1Y | +12.5% | +6.4% | +6.2% | +9.1% |
| 3Y | +79.1% | +52.8% | +26.3% | +47.6% |
| 5Y | +75.7% | +78.7% | -3.0% | +34.0% |
| 10Y | +313.9% | +196.3% | +117.6% | +181.6% |
| All | +313.9% | +195.2% | +118.6% | +181.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling