+823.3%
SPYM vs SYY
+365.4%
+457.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.6% | -2.8% | +3.3% | +1.5% |
| 30D | -0.9% | -5.3% | +4.4% | +0.9% |
| 3M | +3.9% | +5.1% | -1.2% | +1.9% |
| 6M | +14.5% | -5.0% | +19.5% | +15.5% |
| YTD | +13.0% | +10.7% | +2.3% | +7.5% |
| 1Y | +19.4% | +0.7% | +18.8% | +17.2% |
| 3Y | +78.9% | +24.0% | +54.8% | +60.6% |
| 5Y | +82.3% | +19.3% | +63.1% | +64.7% |
| 10Y | +314.7% | +96.4% | +218.3% | +184.4% |
| All | +823.3% | +365.4% | +457.9% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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