+3,319.5%
V vs SPYM
+716.2%
+2,603.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | +0.8% | -0.6% | +1.4% | +1.3% |
| 30D | +9.9% | -3.7% | +13.6% | +13.6% |
| 3M | +17.5% | -2.7% | +20.2% | +20.3% |
| 6M | +33.5% | +2.2% | +31.2% | +29.7% |
| YTD | +21.6% | +10.9% | +10.6% | +9.1% |
| 1Y | +27.6% | +11.3% | +16.2% | +14.1% |
| 3Y | +76.4% | +76.8% | -0.4% | +0.2% |
| 5Y | +103.8% | +73.5% | +30.3% | +17.6% |
| 10Y | +455.5% | +307.9% | +147.5% | +47.9% |
| All | +3,319.5% | +716.2% | +2,603.3% | +432.1% |
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