+828.4%
SPYM vs VMC
+414.4%
+414.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +0.1% | -4.3% | +4.4% | +1.4% |
| 30D | +0.1% | -8.2% | +8.3% | +2.5% |
| 3M | +2.0% | -7.0% | +9.1% | +3.8% |
| 6M | +13.1% | -10.8% | +23.8% | +16.1% |
| YTD | +13.6% | -7.4% | +21.0% | +15.0% |
| 1Y | +20.1% | -9.5% | +29.6% | +22.2% |
| 3Y | +77.6% | +20.5% | +57.1% | +64.7% |
| 5Y | +82.5% | +51.6% | +31.0% | +57.3% |
| 10Y | +317.6% | +150.0% | +167.6% | +197.5% |
| All | +828.4% | +414.4% | +414.0% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling