+535.5%
SPYG vs M
+275.3%
+260.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -1.5% | -3.3% | +1.8% | -0.9% |
| 30D | -7.2% | +8.1% | -15.3% | -8.9% |
| 3M | -4.6% | +2.2% | -6.9% | -5.5% |
| 6M | -1.2% | +35.1% | -36.3% | -8.2% |
| YTD | +9.3% | +15.8% | -6.5% | +4.3% |
| 1Y | +8.8% | +25.8% | -17.0% | +1.8% |
| 3Y | +93.3% | +156.2% | -62.9% | +47.7% |
| 5Y | +71.7% | -2.4% | +74.1% | +52.9% |
| 10Y | +399.8% | -7.1% | +406.9% | +277.5% |
| All | +535.5% | +275.3% | +260.1% | +133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling