+17.5%
SPYG vs SFM
-46.9%
+64.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.9% |
| 7D | -1.8% | -8.8% | +6.9% | -1.9% |
| 30D | -1.9% | -14.5% | +12.5% | -2.1% |
| 3M | +5.2% | -16.8% | +22.0% | +5.0% |
| 6M | +15.6% | -5.3% | +20.9% | +15.2% |
| YTD | +12.4% | -9.4% | +21.8% | +12.5% |
| 1Y | +17.5% | -46.2% | +63.6% | +18.9% |
| All | +17.5% | -46.9% | +64.4% | +18.9% |
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