+692.5%
SPYM vs VEU
+190.9%
+501.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.3% |
| 7D | +0.6% | +1.7% | -1.1% | -0.5% |
| 30D | -0.9% | +1.0% | -1.9% | -1.6% |
| 3M | +3.9% | +5.6% | -1.7% | 0.0% |
| 6M | +14.5% | +13.7% | +0.9% | +4.6% |
| YTD | +13.0% | +17.7% | -4.7% | +0.7% |
| 1Y | +19.4% | +25.8% | -6.3% | +1.7% |
| 3Y | +78.9% | +77.1% | +1.8% | +20.9% |
| 5Y | +82.3% | +57.1% | +25.2% | +33.5% |
| 10Y | +314.7% | +149.8% | +164.9% | +128.7% |
| All | +692.5% | +190.9% | +501.5% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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