+414.4%
SPYG vs SFM
+271.4%
+143.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.9% | -10.6% | +9.7% | +0.3% |
| 30D | -1.5% | -15.5% | +14.0% | +0.2% |
| 3M | +3.7% | -17.4% | +21.2% | +5.6% |
| 6M | +16.4% | -3.4% | +19.9% | +15.9% |
| YTD | +13.3% | -8.7% | +22.0% | +13.3% |
| 1Y | +17.9% | -47.2% | +65.0% | +25.8% |
| 3Y | +98.3% | +82.7% | +15.6% | +79.2% |
| 5Y | +86.4% | +214.3% | -127.9% | +55.1% |
| All | +414.4% | +271.4% | +143.0% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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