+313.8%
SVM vs SPY
+271.9%
+41.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +15.3% | +0.1% | +15.3% | +15.4% |
| 3M | +1.2% | +2.0% | -0.8% | +0.3% |
| 6M | -1.6% | +13.0% | -14.6% | -9.9% |
| YTD | +49.8% | +13.5% | +36.3% | +37.0% |
| 1Y | +152.9% | +20.0% | +132.9% | +122.3% |
| 3Y | +392.0% | +77.2% | +314.8% | +217.8% |
| 5Y | +183.5% | +81.9% | +101.6% | +78.1% |
| All | +313.8% | +271.9% | +41.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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