+786.0%
SPYM vs USB
+291.9%
+494.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.7% |
| 7D | -4.7% | -1.5% | -3.3% | -4.3% |
| 30D | -5.9% | +4.3% | -10.2% | -7.2% |
| 3M | -4.5% | -6.1% | +1.6% | -2.7% |
| 6M | +1.9% | +9.4% | -7.5% | -1.5% |
| YTD | +8.4% | +15.2% | -6.7% | +2.9% |
| 1Y | +9.4% | +32.8% | -23.3% | -0.9% |
| 3Y | +75.3% | +91.3% | -16.0% | +38.8% |
| 5Y | +67.9% | +22.7% | +45.3% | +49.9% |
| 10Y | +314.8% | +97.0% | +217.8% | +205.1% |
| All | +786.0% | +291.9% | +494.1% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling