+73.1%
SPYM vs SPXU
-83.3%
+156.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | 0.0% |
| 7D | +2.6% | -7.6% | +10.1% | +0.1% |
| 30D | -2.0% | +5.3% | -7.3% | +0.5% |
| 3M | -2.8% | +9.6% | -12.4% | +1.3% |
| 6M | +2.2% | -4.5% | +6.7% | +2.6% |
| YTD | +11.5% | -25.9% | +37.4% | +4.4% |
| 1Y | +13.5% | -28.9% | +42.4% | +5.1% |
| 3Y | +78.0% | -80.5% | +158.5% | +18.5% |
| All | +73.1% | -83.3% | +156.3% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling