+17.5%
SPYM vs SO
-0.5%
+18.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.7% |
| 7D | -2.0% | -1.1% | -0.8% | -2.1% |
| 30D | -1.6% | -3.7% | +2.1% | -2.2% |
| 3M | +4.7% | -5.9% | +10.6% | +3.8% |
| 6M | +12.6% | -7.3% | +19.9% | +11.4% |
| YTD | +11.8% | +3.1% | +8.7% | +12.8% |
| 1Y | +17.5% | -1.0% | +18.5% | +16.7% |
| All | +17.5% | -0.5% | +18.0% | +16.7% |
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