+218.7%
BMY vs SPYG
+561.6%
-343.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -3.3% | +1.2% | -4.5% | -3.8% |
| 30D | 0.0% | -1.6% | +1.5% | +0.6% |
| 3M | +17.7% | +3.4% | +14.4% | +15.7% |
| 6M | +9.6% | +18.9% | -9.3% | +1.1% |
| YTD | +24.0% | +13.8% | +10.2% | +16.4% |
| 1Y | +45.1% | +20.6% | +24.5% | +32.5% |
| 3Y | +22.5% | +100.5% | -78.0% | -13.3% |
| 5Y | +22.3% | +84.6% | -62.3% | -12.4% |
| 10Y | +62.0% | +410.8% | -348.8% | -31.1% |
| All | +218.7% | +561.6% | -343.0% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling