+410.2%
SPYG vs SM
+23.2%
+387.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -1.8% | +2.1% | -4.0% | -2.0% |
| 30D | -1.9% | +18.1% | -20.1% | -3.3% |
| 3M | +5.2% | +17.0% | -11.8% | +3.5% |
| 6M | +15.6% | +55.4% | -39.9% | +10.5% |
| YTD | +12.4% | +108.6% | -96.1% | +4.7% |
| 1Y | +17.5% | +45.7% | -28.2% | +12.4% |
| 3Y | +98.1% | -0.3% | +98.4% | +92.7% |
| 5Y | +84.9% | +113.0% | -28.1% | +67.5% |
| All | +410.2% | +23.2% | +387.0% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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