+458.8%
V vs SPYM
+313.3%
+145.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.7% |
| 7D | -2.3% | -0.9% | -1.4% | -1.6% |
| 30D | +9.5% | -2.4% | +11.9% | +11.9% |
| 3M | +17.5% | -1.1% | +18.6% | +18.5% |
| 6M | +32.2% | +3.3% | +28.8% | +26.9% |
| YTD | +22.3% | +12.4% | +9.9% | +7.5% |
| 1Y | +26.8% | +12.5% | +14.3% | +11.2% |
| 3Y | +77.5% | +79.1% | -1.7% | -6.0% |
| 5Y | +110.1% | +75.7% | +34.4% | +13.4% |
| 10Y | +458.8% | +313.9% | +144.9% | +10.3% |
| All | +458.8% | +313.3% | +145.5% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling