+1,869.2%
TER vs SPYM
+819.0%
+1,050.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +6.4% |
| 7D | +5.9% | -0.9% | +6.8% | +8.6% |
| 30D | -30.8% | -2.4% | -28.4% | -27.2% |
| 3M | -29.9% | -1.1% | -28.8% | -27.5% |
| 6M | -27.5% | +3.3% | -30.8% | -28.2% |
| YTD | +37.5% | +12.4% | +25.1% | +22.7% |
| 1Y | +50.3% | +12.5% | +37.7% | +34.5% |
| 3Y | +204.9% | +79.1% | +125.8% | +50.4% |
| 5Y | +89.2% | +75.7% | +13.5% | +0.2% |
| 10Y | +1,077.0% | +313.9% | +763.1% | +110.6% |
| All | +1,869.2% | +819.0% | +1,050.2% | +39.3% |
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 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