+10.2%
SPYG vs SM
+84.2%
-74.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.3% | +9.4% | -7.0% | +3.2% |
| 30D | -6.5% | -14.4% | +7.9% | -7.8% |
| 3M | -6.8% | +1.6% | -8.4% | -6.3% |
| 6M | -3.1% | +6.3% | -9.5% | -1.4% |
| YTD | +8.0% | +78.8% | -70.8% | +10.7% |
| 1Y | +10.2% | +83.1% | -72.9% | +12.9% |
| All | +10.2% | +84.2% | -74.0% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling