+85.0%
SPYG vs SM
+119.2%
-34.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +0.3% | -0.2% | +0.6% | +0.3% |
| 30D | -1.7% | +20.3% | -22.0% | -3.9% |
| 3M | +3.6% | +22.9% | -19.3% | +0.5% |
| 6M | +16.6% | +47.8% | -31.2% | +9.1% |
| YTD | +13.4% | +107.5% | -94.1% | +0.3% |
| 1Y | +19.6% | +51.7% | -32.1% | +10.6% |
| 3Y | +99.8% | -0.9% | +100.6% | +90.3% |
| 5Y | +85.0% | +112.2% | -27.3% | +57.2% |
| All | +85.0% | +119.2% | -34.3% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling