+564.9%
SPYG vs SM
+278.2%
+286.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -0.4% | +26.3% | -26.8% | -3.2% |
| 3M | +0.5% | +8.7% | -8.1% | -1.0% |
| 6M | +17.5% | +51.7% | -34.2% | +10.5% |
| YTD | +14.3% | +99.0% | -84.7% | +3.8% |
| 1Y | +21.7% | +34.6% | -12.9% | +15.3% |
| 3Y | +98.6% | -7.8% | +106.4% | +92.7% |
| 5Y | +85.1% | +104.8% | -19.7% | +58.7% |
| 10Y | +412.0% | +7.2% | +404.8% | +265.1% |
| All | +564.9% | +278.2% | +286.6% | +203.9% |
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 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