+151.7%
SPYM vs U
-43.0%
+194.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | +0.6% | +4.5% | -3.9% | +0.1% |
| 30D | -0.9% | -0.6% | -0.3% | -0.9% |
| 3M | +3.9% | +48.4% | -44.5% | -0.9% |
| 6M | +14.5% | +115.4% | -100.8% | +4.4% |
| YTD | +13.0% | -3.2% | +16.2% | +11.1% |
| 1Y | +19.4% | -6.0% | +25.5% | +17.0% |
| 3Y | +78.9% | +13.5% | +65.4% | +63.9% |
| 5Y | +82.3% | -68.0% | +150.3% | +74.5% |
| All | +151.7% | -43.0% | +194.7% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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