+811.4%
SPYM vs STZ
+629.5%
+181.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | +2.6% | 0.0% | +1.9% |
| 30D | -2.0% | +15.2% | -17.2% | -5.8% |
| 3M | -2.8% | +7.6% | -10.4% | -5.1% |
| 6M | +2.2% | +5.3% | -3.1% | -0.1% |
| YTD | +11.5% | +8.6% | +2.9% | +7.3% |
| 1Y | +13.5% | +15.6% | -2.1% | +7.1% |
| 3Y | +78.0% | -35.2% | +113.2% | +94.0% |
| 5Y | +73.1% | -29.1% | +102.2% | +83.1% |
| 10Y | +310.9% | +12.9% | +297.9% | +272.1% |
| All | +811.4% | +629.5% | +181.9% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling