+429.8%
T vs SPYM
+819.0%
-389.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.7% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | -1.0% | -2.4% | +1.3% | +0.2% |
| 3M | -8.1% | -1.1% | -7.0% | -7.8% |
| 6M | -8.3% | +3.3% | -11.6% | -10.6% |
| YTD | -6.1% | +12.4% | -18.5% | -13.5% |
| 1Y | -7.4% | +12.5% | -19.9% | -14.8% |
| 3Y | +65.4% | +79.1% | -13.7% | +10.4% |
| 5Y | +57.6% | +75.7% | -18.0% | +4.8% |
| 10Y | +61.4% | +313.9% | -252.5% | -40.7% |
| All | +429.8% | +819.0% | -389.2% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling