+819.0%
SPYM vs AGG
+87.4%
+731.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.5% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -1.4% | -0.2% | -1.1% | -1.4% |
| 3M | +3.7% | -0.7% | +4.4% | +3.7% |
| 6M | +13.0% | -1.8% | +14.8% | +12.9% |
| YTD | +12.5% | -0.6% | +13.0% | +12.4% |
| 1Y | +18.6% | +0.4% | +18.2% | +18.7% |
| 3Y | +78.0% | +13.2% | +64.9% | +79.9% |
| 5Y | +82.3% | -2.0% | +84.3% | +75.5% |
| 10Y | +322.9% | +15.1% | +307.8% | +340.5% |
| All | +819.0% | +87.4% | +731.6% | +990.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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