+528.0%
SPYG vs SM
+239.7%
+288.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.3% | +9.4% | -7.0% | +1.3% |
| 30D | -6.5% | -14.4% | +7.9% | -5.1% |
| 3M | -6.8% | +1.6% | -8.4% | -7.6% |
| 6M | -3.1% | +6.3% | -9.5% | -5.0% |
| YTD | +8.0% | +78.8% | -70.8% | -1.2% |
| 1Y | +10.2% | +83.1% | -72.9% | +0.4% |
| 3Y | +91.0% | -5.9% | +96.9% | +84.3% |
| 5Y | +67.7% | +4.8% | +62.9% | +55.1% |
| 10Y | +393.9% | +17.5% | +376.4% | +245.3% |
| All | +528.0% | +239.7% | +288.3% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling