+318.9%
SYM vs SPY
+115.0%
+204.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.8% |
| 7D | +7.7% | +0.1% | +7.6% | +7.6% |
| 30D | -7.7% | +0.1% | -7.7% | -7.6% |
| 3M | -9.4% | +2.0% | -11.4% | -11.1% |
| 6M | -20.5% | +13.0% | -33.6% | -31.9% |
| YTD | -27.8% | +13.5% | -41.4% | -38.4% |
| 1Y | -5.0% | +20.0% | -25.0% | -23.3% |
| 3Y | +2.4% | +77.2% | -74.8% | -39.2% |
| 5Y | +340.9% | +81.9% | +259.0% | +145.2% |
| All | +318.9% | +115.0% | +204.0% | +126.4% |
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