+3,297.7%
V vs SPYM
+724.1%
+2,573.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -0.4% | +3.3% | -3.6% | -3.4% |
| 30D | +6.3% | -2.6% | +9.0% | +8.8% |
| 3M | +17.2% | -1.7% | +18.9% | +18.8% |
| 6M | +29.2% | +3.1% | +26.1% | +24.6% |
| YTD | +20.8% | +12.0% | +8.8% | +7.5% |
| 1Y | +25.0% | +12.1% | +12.9% | +11.1% |
| 3Y | +75.3% | +78.5% | -3.3% | -1.3% |
| 5Y | +105.8% | +73.8% | +32.0% | +18.6% |
| 10Y | +451.9% | +312.5% | +139.4% | +45.4% |
| All | +3,297.7% | +724.1% | +2,573.7% | +424.0% |
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