+312.6%
SPYM vs USB
+82.2%
+230.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.3% | +1.2% | +2.1% | +2.8% |
| 30D | -2.6% | +6.3% | -8.9% | -4.9% |
| 3M | -1.7% | -6.1% | +4.4% | +0.5% |
| 6M | +3.1% | +13.0% | -9.9% | -2.0% |
| YTD | +12.0% | +16.6% | -4.6% | +4.8% |
| 1Y | +12.1% | +31.1% | -19.0% | +0.2% |
| 3Y | +78.5% | +100.9% | -22.4% | +32.6% |
| 5Y | +73.8% | +24.5% | +49.3% | +52.6% |
| All | +312.6% | +82.2% | +230.4% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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