+811.4%
SPYM vs SPY
+796.1%
+15.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +2.6% | +2.6% | 0.0% | +0.3% |
| 30D | -2.0% | -2.0% | 0.0% | -0.3% |
| 3M | -2.8% | -2.8% | 0.0% | -0.4% |
| 6M | +2.2% | +2.1% | 0.0% | +0.4% |
| YTD | +11.5% | +11.5% | 0.0% | +1.8% |
| 1Y | +13.5% | +13.5% | 0.0% | +2.1% |
| 3Y | +78.0% | +77.7% | +0.3% | +9.9% |
| 5Y | +73.1% | +72.6% | +0.5% | +9.9% |
| 10Y | +310.9% | +308.2% | +2.7% | +34.1% |
| All | +811.4% | +796.1% | +15.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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