+828.4%
SPYM vs SO
+546.5%
+281.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.1% | -4.6% | +4.6% | +1.8% |
| 3M | +2.0% | -3.0% | +5.1% | +2.9% |
| 6M | +13.1% | -8.3% | +21.3% | +16.3% |
| YTD | +13.6% | +3.5% | +10.1% | +11.2% |
| 1Y | +20.1% | -0.9% | +21.0% | +19.3% |
| 3Y | +77.6% | +45.4% | +32.2% | +47.8% |
| 5Y | +82.5% | +59.6% | +22.9% | +44.4% |
| 10Y | +317.6% | +156.6% | +161.0% | +162.9% |
| All | +828.4% | +546.5% | +281.9% | +283.8% |
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 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