+316.9%
SPYM vs USFR
+28.1%
+288.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | +0.4% | -1.7% | -1.5% |
| 3M | +3.6% | +1.0% | +2.6% | +3.0% |
| 6M | +13.3% | +2.0% | +11.3% | +12.1% |
| YTD | +12.4% | +2.8% | +9.7% | +10.7% |
| 1Y | +17.3% | +4.1% | +13.2% | +14.5% |
| 3Y | +76.8% | +14.1% | +62.6% | +63.8% |
| 5Y | +83.6% | +20.6% | +63.1% | +64.1% |
| All | +316.9% | +28.1% | +288.8% | +258.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling