+821.2%
SPYM vs SU
+339.2%
+482.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | -1.1% | +8.4% | -9.5% | -3.0% |
| 3M | +3.9% | +12.1% | -8.2% | +0.7% |
| 6M | +13.6% | +19.7% | -6.0% | +7.9% |
| YTD | +12.7% | +58.4% | -45.7% | -0.2% |
| 1Y | +17.6% | +67.2% | -49.6% | +2.6% |
| 3Y | +77.2% | +125.0% | -47.8% | +41.7% |
| 5Y | +84.1% | +355.1% | -270.9% | +19.9% |
| 10Y | +323.8% | +263.7% | +60.2% | +170.2% |
| All | +821.2% | +339.2% | +482.0% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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