+311.0%
SPYM vs VFC
-48.6%
+359.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.1% |
| 7D | +2.6% | +1.6% | +0.9% | +2.2% |
| 30D | -2.0% | +25.5% | -27.5% | -6.6% |
| 3M | -2.8% | +41.3% | -44.1% | -9.8% |
| 6M | +2.2% | +22.2% | -20.1% | -3.1% |
| YTD | +11.5% | +16.4% | -4.9% | +6.2% |
| 1Y | +13.5% | +38.4% | -24.9% | +3.8% |
| 3Y | +78.0% | +56.2% | +21.8% | +41.5% |
| 5Y | +73.1% | -68.2% | +141.3% | +122.0% |
| All | +311.0% | -48.6% | +359.6% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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