+318.0%
SPYM vs SPXU
-99.6%
+417.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | 0.0% |
| 7D | -0.8% | +2.5% | -3.3% | +0.1% |
| 30D | -1.1% | +4.2% | -5.3% | +0.4% |
| 3M | +3.9% | -9.3% | +13.1% | +1.3% |
| 6M | +13.6% | -30.7% | +44.3% | +2.4% |
| YTD | +12.7% | -28.1% | +40.9% | +3.4% |
| 1Y | +17.6% | -35.2% | +52.8% | +5.0% |
| 3Y | +77.2% | -79.9% | +157.2% | +18.4% |
| 5Y | +84.1% | -86.4% | +170.5% | +25.8% |
| All | +318.0% | -99.6% | +417.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPXU 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling