+2,926.4%
V vs SPYM
+736.1%
+2,190.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +2.0% | +0.1% | +1.9% | +1.9% |
| 3M | +17.4% | +2.0% | +15.3% | +14.6% |
| 6M | +17.5% | +13.1% | +4.4% | +3.9% |
| YTD | +7.6% | +13.6% | -6.0% | -5.3% |
| 1Y | +7.7% | +20.1% | -12.4% | -10.2% |
| 3Y | +54.7% | +77.6% | -22.9% | -12.3% |
| 5Y | +73.0% | +82.5% | -9.5% | -4.6% |
| 10Y | +390.9% | +317.6% | +73.3% | +28.1% |
| All | +2,926.4% | +736.1% | +2,190.4% | +361.5% |
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