+60.7%
BMY vs SPYG
+424.6%
-363.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -0.1% | -1.5% | +1.4% | +0.4% |
| 3M | +13.1% | +3.7% | +9.4% | +11.5% |
| 6M | +8.4% | +16.4% | -8.0% | +2.4% |
| YTD | +22.0% | +13.3% | +8.6% | +16.2% |
| 1Y | +40.3% | +17.9% | +22.4% | +31.5% |
| 3Y | +20.5% | +98.3% | -77.8% | -10.0% |
| 5Y | +23.7% | +86.4% | -62.7% | -6.7% |
| All | +60.7% | +424.6% | -363.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling