+378.2%
SPGM vs SPY
+619.1%
-240.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.1% |
| 7D | +1.2% | +0.5% | +0.6% | +0.7% |
| 30D | -0.2% | -0.9% | +0.7% | +0.6% |
| 3M | +4.4% | +3.9% | +0.5% | +1.0% |
| 6M | +14.5% | +14.5% | 0.0% | +2.1% |
| YTD | +15.4% | +12.9% | +2.5% | +4.1% |
| 1Y | +22.8% | +19.4% | +3.4% | +5.6% |
| 3Y | +79.3% | +78.5% | +0.8% | +9.2% |
| 5Y | +70.5% | +81.8% | -11.2% | +2.0% |
| 10Y | +226.9% | +311.5% | -84.7% | +4.2% |
| All | +378.2% | +619.1% | -240.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling