+809.6%
SPYM vs SO
+586.6%
+223.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.8% |
| 7D | +0.1% | -1.1% | +1.2% | +0.5% |
| 30D | -3.3% | +8.6% | -11.9% | -6.4% |
| 3M | -2.4% | +1.8% | -4.2% | -3.3% |
| 6M | +2.6% | +3.6% | -1.0% | +0.7% |
| YTD | +11.3% | +9.9% | +1.4% | +6.3% |
| 1Y | +13.5% | +5.7% | +7.8% | +9.9% |
| 3Y | +80.3% | +52.5% | +27.8% | +47.4% |
| 5Y | +72.7% | +77.3% | -4.6% | +30.8% |
| 10Y | +312.2% | +186.8% | +125.4% | +147.8% |
| All | +809.6% | +586.6% | +223.0% | +266.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling