+71.3%
V vs SPYM
+82.9%
-11.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | +3.1% | -1.1% | +4.1% | +4.0% |
| 3M | +16.3% | +3.9% | +12.4% | +12.4% |
| 6M | +20.4% | +13.6% | +6.8% | +7.4% |
| YTD | +6.3% | +12.7% | -6.5% | -4.6% |
| 1Y | +8.7% | +17.6% | -8.9% | -6.1% |
| 3Y | +53.3% | +77.2% | -23.9% | -9.9% |
| All | +71.3% | +82.9% | -11.7% | -3.4% |
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