+277.2%
TER vs SPYM
+79.1%
+198.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +5.5% |
| 7D | +11.0% | +0.6% | +10.4% | +9.3% |
| 30D | -1.9% | -0.9% | -1.0% | +0.1% |
| 3M | -0.7% | +3.9% | -4.6% | -7.3% |
| 6M | +36.4% | +14.5% | +21.8% | +5.8% |
| YTD | +92.4% | +13.0% | +79.5% | +54.7% |
| 1Y | +213.5% | +19.4% | +194.1% | +128.7% |
| 3Y | +277.2% | +78.9% | +198.4% | +34.8% |
| All | +277.2% | +79.1% | +198.1% | +34.8% |
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 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