-14.4%
SMR vs SPYG
+97.9%
-112.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -16.9% |
| 7D | -11.2% | -0.9% | -10.3% | -10.3% |
| 30D | -10.2% | -1.5% | -8.7% | -8.0% |
| 3M | -10.0% | +3.7% | -13.8% | -13.5% |
| 6M | -30.5% | +16.4% | -46.9% | -41.4% |
| YTD | -39.2% | +13.3% | -52.6% | -46.4% |
| 1Y | -75.5% | +17.9% | -93.4% | -78.9% |
| 3Y | +45.4% | +98.3% | -52.9% | -10.7% |
| All | -14.4% | +97.9% | -112.3% | -51.6% |
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