+17.5%
SPYM vs VMC
-13.8%
+31.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.0% | -3.7% | +1.7% | -1.4% |
| 30D | -1.6% | -12.8% | +11.1% | +0.6% |
| 3M | +4.7% | -7.9% | +12.7% | +5.7% |
| 6M | +12.6% | -7.5% | +20.1% | +13.2% |
| YTD | +11.8% | -11.6% | +23.4% | +11.7% |
| 1Y | +17.5% | -14.3% | +31.8% | +18.4% |
| All | +17.5% | -13.8% | +31.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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