+813.5%
SPYM vs VNQ
+279.3%
+534.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.0% | -2.6% | +0.6% | -0.9% |
| 30D | -1.6% | -2.3% | +0.7% | -0.7% |
| 3M | +4.7% | -2.8% | +7.5% | +5.8% |
| 6M | +12.6% | +2.5% | +10.1% | +11.1% |
| YTD | +11.8% | +8.4% | +3.3% | +7.7% |
| 1Y | +17.5% | +6.8% | +10.8% | +13.9% |
| 3Y | +77.0% | +29.9% | +47.0% | +57.0% |
| 5Y | +82.6% | +7.2% | +75.4% | +75.4% |
| 10Y | +320.3% | +62.5% | +257.8% | +240.6% |
| All | +813.5% | +279.3% | +534.2% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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