+68.5%
SPYG vs M
-2.8%
+71.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +1.2% |
| 7D | 0.0% | +2.5% | -2.6% | -0.5% |
| 30D | -8.4% | +10.1% | -18.4% | -10.1% |
| 3M | -6.2% | -0.9% | -5.3% | -6.4% |
| 6M | -1.8% | +30.2% | -31.9% | -7.2% |
| YTD | +8.4% | +16.3% | -7.9% | +4.0% |
| 1Y | +10.1% | +27.0% | -16.9% | +3.7% |
| 3Y | +94.9% | +154.5% | -59.5% | +51.4% |
| 5Y | +68.5% | -1.1% | +69.5% | +50.7% |
| All | +68.5% | -2.8% | +71.2% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling