+102.9%
T vs SPYM
+77.0%
+25.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | +4.6% | -1.4% | +5.9% | +4.6% |
| 3M | +12.2% | +3.7% | +8.5% | +12.3% |
| 6M | -6.5% | +13.0% | -19.5% | -6.6% |
| YTD | +4.9% | +12.5% | -7.6% | +4.7% |
| 1Y | -10.5% | +18.6% | -29.1% | -11.1% |
| All | +102.9% | +77.0% | +25.9% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling