+11.1%
SMR vs SPYG
+98.7%
-87.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.5% | +15.7% | +16.0% |
| 7D | +21.4% | +1.2% | +20.2% | +19.1% |
| 30D | +13.8% | -1.6% | +15.4% | +16.8% |
| 3M | +3.9% | +3.4% | +0.5% | +0.8% |
| 6M | -4.2% | +18.9% | -23.1% | -21.5% |
| YTD | -21.1% | +13.8% | -34.9% | -30.7% |
| 1Y | -67.1% | +20.6% | -87.7% | -72.4% |
| 3Y | +88.9% | +100.5% | -11.7% | +15.1% |
| All | +11.1% | +98.7% | -87.6% | -37.4% |
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