+223.3%
TER vs SPYM
+81.5%
+141.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +4.0% |
| 7D | +12.4% | -0.4% | +12.7% | +12.9% |
| 30D | +5.1% | -1.4% | +6.5% | +7.9% |
| 3M | +4.0% | +3.7% | +0.2% | -1.5% |
| 6M | +29.5% | +13.0% | +16.5% | +6.6% |
| YTD | +98.5% | +12.5% | +86.0% | +66.1% |
| 1Y | +234.1% | +18.6% | +215.5% | +157.5% |
| 3Y | +289.0% | +78.0% | +211.0% | +57.2% |
| All | +223.3% | +81.5% | +141.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling