+2,545.3%
TER vs SPYM
+829.4%
+1,715.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | -8.3% | +0.1% | -8.3% | -8.4% |
| 3M | -12.2% | +2.0% | -14.2% | -13.2% |
| 6M | +17.1% | +13.1% | +4.0% | +1.3% |
| YTD | +84.7% | +13.6% | +71.1% | +59.4% |
| 1Y | +199.9% | +20.1% | +179.9% | +141.9% |
| 3Y | +232.8% | +77.6% | +155.2% | +63.5% |
| 5Y | +198.6% | +82.5% | +116.0% | +47.9% |
| 10Y | +1,669.7% | +317.6% | +1,352.2% | +207.4% |
| All | +2,545.3% | +829.4% | +1,715.9% | +81.0% |
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