+181.5%
TER vs SPYM
+78.8%
+102.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.6% |
| 7D | -8.9% | -0.6% | -8.3% | -6.7% |
| 30D | -39.1% | -3.7% | -35.4% | -32.3% |
| 3M | -32.8% | -2.7% | -30.0% | -26.8% |
| 6M | -31.7% | +2.2% | -34.0% | -31.9% |
| YTD | +26.9% | +10.9% | +16.0% | +8.3% |
| 1Y | +33.6% | +11.3% | +22.2% | +13.8% |
| 3Y | +181.5% | +76.8% | +104.7% | -7.3% |
| All | +181.5% | +78.8% | +102.7% | -7.3% |
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