+82.6%
SPYM vs SPXU
-85.5%
+168.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | 0.0% |
| 7D | -2.0% | +6.4% | -8.3% | +0.1% |
| 30D | -1.6% | +5.9% | -7.6% | +0.4% |
| 3M | +4.7% | -11.7% | +16.4% | +1.3% |
| 6M | +12.6% | -28.7% | +41.3% | +2.5% |
| YTD | +11.8% | -26.4% | +38.1% | +3.4% |
| 1Y | +17.5% | -35.2% | +52.8% | +5.1% |
| 3Y | +77.0% | -79.8% | +156.8% | +18.8% |
| 5Y | +82.6% | -86.1% | +168.6% | +26.2% |
| All | +82.6% | -85.5% | +168.1% | +26.2% |
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