+82.3%
SPYM vs VMC
+48.3%
+34.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.8% |
| 7D | -0.4% | -5.3% | +5.0% | +1.7% |
| 30D | -1.4% | -12.3% | +10.9% | +3.5% |
| 3M | +3.7% | -10.3% | +14.0% | +7.4% |
| 6M | +13.0% | -8.6% | +21.6% | +15.7% |
| YTD | +12.5% | -11.9% | +24.3% | +15.9% |
| 1Y | +18.6% | -13.9% | +32.5% | +23.1% |
| 3Y | +78.0% | +18.2% | +59.9% | +56.3% |
| 5Y | +82.3% | +47.7% | +34.6% | +40.8% |
| All | +82.3% | +48.3% | +34.1% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling