+318.0%
SPYM vs SRE
+122.3%
+195.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.8% | -0.8% | +0.1% | -0.5% |
| 30D | -1.1% | -3.0% | +1.9% | -0.2% |
| 3M | +3.9% | -8.3% | +12.2% | +6.7% |
| 6M | +13.6% | -8.9% | +22.5% | +16.7% |
| YTD | +12.7% | -4.3% | +17.0% | +13.5% |
| 1Y | +17.6% | +2.7% | +14.9% | +15.1% |
| 3Y | +77.2% | +28.7% | +48.6% | +54.5% |
| 5Y | +84.1% | +47.1% | +37.0% | +51.0% |
| All | +318.0% | +122.3% | +195.7% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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