+259.2%
SYM vs SPY
+105.7%
+153.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.6% |
| 7D | -2.9% | -2.7% | -0.2% | +1.1% |
| 30D | -15.0% | -5.4% | -9.6% | -7.6% |
| 3M | -7.0% | -4.1% | -2.9% | -0.7% |
| 6M | -39.8% | +0.7% | -40.5% | -39.5% |
| YTD | -38.1% | +8.7% | -46.8% | -43.4% |
| 1Y | -47.5% | +10.9% | -58.4% | -53.1% |
| 3Y | +3.8% | +75.0% | -71.2% | -35.6% |
| 5Y | +266.4% | +67.8% | +198.6% | +118.5% |
| All | +259.2% | +105.7% | +153.5% | +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 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