+1,854.2%
TER vs SPYM
+816.1%
+1,038.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.3% |
| 7D | +24.0% | +3.3% | +20.7% | +18.7% |
| 30D | -30.6% | -2.6% | -28.0% | -26.8% |
| 3M | -34.5% | -1.7% | -32.8% | -31.6% |
| 6M | -26.4% | +3.1% | -29.5% | -26.9% |
| YTD | +36.4% | +12.0% | +24.4% | +22.3% |
| 1Y | +47.4% | +12.1% | +35.3% | +32.7% |
| 3Y | +202.6% | +78.5% | +124.0% | +50.0% |
| 5Y | +83.9% | +73.8% | +10.0% | -1.2% |
| 10Y | +1,068.0% | +312.5% | +755.4% | +110.0% |
| All | +1,854.2% | +816.1% | +1,038.1% | +38.9% |
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