+266.4%
SYM vs SPY
+67.4%
+199.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.6% |
| 7D | -2.9% | -2.7% | -0.2% | +1.3% |
| 30D | -15.0% | -5.4% | -9.6% | -7.2% |
| 3M | -7.0% | -4.1% | -2.9% | -0.3% |
| 6M | -39.8% | +0.7% | -40.5% | -39.5% |
| YTD | -38.1% | +8.7% | -46.8% | -43.8% |
| 1Y | -47.5% | +10.9% | -58.4% | -53.4% |
| 3Y | +3.8% | +75.0% | -71.2% | -38.0% |
| All | +266.4% | +67.4% | +199.0% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling