+828.4%
SPYM vs VFC
+86.1%
+742.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -1.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.5% |
| 30D | +0.1% | -11.6% | +11.7% | +3.1% |
| 3M | +2.0% | -18.1% | +20.1% | +6.2% |
| 6M | +13.1% | -27.4% | +40.4% | +20.6% |
| YTD | +13.6% | -24.8% | +38.4% | +19.7% |
| 1Y | +20.1% | -8.2% | +28.3% | +18.6% |
| 3Y | +77.6% | -29.1% | +106.7% | +66.0% |
| 5Y | +82.5% | -79.2% | +161.7% | +149.7% |
| 10Y | +317.6% | -68.1% | +385.7% | +358.3% |
| All | +828.4% | +86.1% | +742.3% | +449.0% |
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