+13.5%
SPYM vs VFC
+37.3%
-23.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.8% |
| 7D | +2.6% | +1.6% | +0.9% | +2.3% |
| 30D | -2.0% | +25.5% | -27.5% | -4.7% |
| 3M | -2.8% | +41.3% | -44.1% | -7.0% |
| 6M | +2.2% | +22.2% | -20.1% | -1.0% |
| YTD | +11.5% | +16.4% | -4.9% | +8.1% |
| 1Y | +13.5% | +38.4% | -24.9% | +8.1% |
| All | +13.5% | +37.3% | -23.8% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling