+815.1%
SPYM vs VFC
+179.1%
+636.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.6% | +0.4% |
| 7D | +3.3% | -1.4% | +4.7% | +3.6% |
| 30D | -2.6% | +24.6% | -27.3% | -8.0% |
| 3M | -1.7% | +38.4% | -40.2% | -9.8% |
| 6M | +3.1% | +15.3% | -12.2% | -1.9% |
| YTD | +12.0% | +12.7% | -0.8% | +6.2% |
| 1Y | +12.1% | +32.7% | -20.6% | +1.5% |
| 3Y | +78.5% | +43.7% | +34.9% | +39.1% |
| 5Y | +73.8% | -69.2% | +143.0% | +115.8% |
| 10Y | +312.5% | -50.0% | +362.5% | +301.8% |
| All | +815.1% | +179.1% | +636.0% | +387.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling