+80.3%
SPYM vs SO
+50.8%
+29.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.4% |
| 7D | +0.1% | -1.1% | +1.2% | 0.0% |
| 30D | -3.3% | +8.6% | -11.9% | -3.2% |
| 3M | -2.4% | +1.8% | -4.2% | -2.4% |
| 6M | +2.6% | +3.6% | -1.0% | +2.6% |
| YTD | +11.3% | +9.9% | +1.4% | +11.2% |
| 1Y | +13.5% | +5.7% | +7.8% | +13.4% |
| 3Y | +80.3% | +52.5% | +27.8% | +74.8% |
| All | +80.3% | +50.8% | +29.5% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling