+318.0%
SPYM vs USFR
+28.1%
+289.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.1% | +0.4% | -1.4% | -1.3% |
| 3M | +3.9% | +1.0% | +2.8% | +3.3% |
| 6M | +13.6% | +2.0% | +11.6% | +12.4% |
| YTD | +12.7% | +2.8% | +10.0% | +11.0% |
| 1Y | +17.6% | +4.1% | +13.5% | +14.8% |
| 3Y | +77.2% | +14.1% | +63.1% | +64.2% |
| 5Y | +84.1% | +20.6% | +63.5% | +64.6% |
| All | +318.0% | +28.1% | +289.9% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded USFR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling