+10.2%
SPYG vs SFM
-36.8%
+47.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +2.3% | +6.0% | -3.7% | +2.5% |
| 30D | -6.5% | -19.5% | +13.0% | -7.0% |
| 3M | -6.8% | -37.0% | +30.2% | -8.4% |
| 6M | -3.1% | -41.0% | +37.9% | -5.0% |
| YTD | +8.0% | -34.6% | +42.6% | +7.1% |
| 1Y | +10.2% | -36.3% | +46.5% | +9.2% |
| All | +10.2% | -36.8% | +47.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling