+504.4%
T vs SPYM
+829.4%
-325.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +11.4% | +0.1% | +11.3% | +11.3% |
| 3M | +14.3% | +2.0% | +12.3% | +12.5% |
| 6M | -9.3% | +13.1% | -22.3% | -16.3% |
| YTD | +7.1% | +13.6% | -6.5% | -1.7% |
| 1Y | -9.1% | +20.1% | -29.2% | -19.6% |
| 3Y | +105.3% | +77.6% | +27.8% | +38.2% |
| 5Y | +66.8% | +82.5% | -15.7% | +8.4% |
| 10Y | +66.8% | +317.6% | -250.8% | -38.9% |
| All | +504.4% | +829.4% | -325.0% | +32.7% |
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