+83.8%
SPYM vs SO
+57.0%
+26.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | -1.1% | +0.3% | -0.6% |
| 30D | -1.1% | -5.0% | +3.9% | -0.1% |
| 3M | +3.9% | -5.8% | +9.6% | +4.9% |
| 6M | +13.6% | -7.9% | +21.6% | +15.2% |
| YTD | +12.7% | +2.4% | +10.3% | +11.4% |
| 1Y | +17.6% | -2.3% | +19.8% | +17.3% |
| 3Y | +77.2% | +41.9% | +35.4% | +54.4% |
| All | +83.8% | +57.0% | +26.7% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling