+147.0%
SPYM vs U
-32.9%
+179.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -0.6% | +24.4% | -24.9% | -3.1% |
| 30D | -3.7% | +7.4% | -11.0% | -4.7% |
| 3M | -2.7% | +16.8% | -19.5% | -4.8% |
| 6M | +2.2% | +78.8% | -76.5% | -4.9% |
| YTD | +10.9% | +14.0% | -3.0% | +6.7% |
| 1Y | +11.3% | +16.7% | -5.4% | +6.6% |
| 3Y | +76.8% | +86.4% | -9.5% | +52.9% |
| 5Y | +73.5% | -71.5% | +145.0% | +65.5% |
| All | +147.0% | -32.9% | +179.9% | +117.7% |
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