+75.8%
SPYM vs BG
+20.1%
+55.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -2.0% | +3.7% | -5.7% | -2.3% |
| 30D | -1.6% | +12.3% | -14.0% | -2.6% |
| 3M | +4.7% | -2.2% | +7.0% | +5.0% |
| 6M | +12.6% | +5.3% | +7.2% | +11.7% |
| YTD | +11.8% | +42.4% | -30.6% | +7.0% |
| 1Y | +17.5% | +55.2% | -37.6% | +11.0% |
| All | +75.8% | +20.1% | +55.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling