+82.3%
SPYM vs STZ
-36.5%
+118.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | +0.7% |
| 7D | +0.6% | -7.4% | +8.0% | +2.2% |
| 30D | -0.9% | -10.9% | +10.0% | +1.5% |
| 3M | +3.9% | -13.4% | +17.3% | +6.9% |
| 6M | +14.5% | -16.2% | +30.7% | +18.2% |
| YTD | +13.0% | -10.4% | +23.4% | +13.7% |
| 1Y | +19.4% | -14.8% | +34.2% | +21.7% |
| 3Y | +78.9% | -50.1% | +129.0% | +112.9% |
| 5Y | +82.3% | -38.8% | +121.1% | +94.9% |
| All | +82.3% | -36.5% | +118.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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