+441.8%
SPYM vs USFR
+27.5%
+414.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +0.1% | +0.3% | -0.2% | -0.1% |
| 3M | +2.0% | +1.0% | +1.0% | +1.6% |
| 6M | +13.1% | +1.9% | +11.1% | +12.2% |
| YTD | +13.6% | +2.6% | +11.0% | +12.4% |
| 1Y | +20.1% | +4.0% | +16.1% | +18.2% |
| 3Y | +77.6% | +14.1% | +63.5% | +68.3% |
| 5Y | +82.5% | +20.4% | +62.1% | +69.3% |
| 10Y | +317.6% | +28.0% | +289.6% | +278.4% |
| All | +441.8% | +27.5% | +414.3% | +390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling