+397.5%
SPYG vs M
-7.1%
+404.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.3% | +7.0% | -4.7% | +1.4% |
| 30D | -6.5% | +8.9% | -15.4% | -7.7% |
| 3M | -6.8% | +4.5% | -11.3% | -7.7% |
| 6M | -3.1% | +36.2% | -39.3% | -7.7% |
| YTD | +8.0% | +15.1% | -7.1% | +4.9% |
| 1Y | +10.2% | +27.4% | -17.2% | +5.4% |
| 3Y | +91.0% | +160.1% | -69.2% | +60.7% |
| 5Y | +67.7% | -1.6% | +69.3% | +55.0% |
| All | +397.5% | -7.1% | +404.6% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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