+316.9%
SPYM vs SRE
+122.3%
+194.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -1.3% | -3.0% | +1.7% | -0.5% |
| 3M | +3.6% | -8.3% | +11.9% | +6.5% |
| 6M | +13.3% | -8.9% | +22.2% | +16.4% |
| YTD | +12.4% | -4.3% | +16.7% | +13.2% |
| 1Y | +17.3% | +2.7% | +14.5% | +14.8% |
| 3Y | +76.8% | +28.7% | +48.1% | +54.1% |
| 5Y | +83.6% | +47.1% | +36.5% | +50.6% |
| All | +316.9% | +122.3% | +194.6% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling