+108.3%
V vs SPYM
+72.6%
+35.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.9% | +2.6% | -1.6% | -1.1% |
| 30D | +9.0% | -2.0% | +11.0% | +10.6% |
| 3M | +16.7% | -2.8% | +19.5% | +19.2% |
| 6M | +33.4% | +2.2% | +31.3% | +30.3% |
| YTD | +22.4% | +11.5% | +10.8% | +10.7% |
| 1Y | +27.7% | +13.5% | +14.2% | +13.8% |
| 3Y | +78.0% | +78.0% | -0.1% | +4.4% |
| All | +108.3% | +72.6% | +35.7% | +25.9% |
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 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