+83.3%
SPYM vs BG
+81.8%
+1.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | -1.0% | +3.1% | -4.2% | -1.5% |
| 30D | -1.3% | +10.2% | -11.6% | -2.9% |
| 3M | +3.6% | -1.7% | +5.3% | +3.7% |
| 6M | +13.3% | +1.0% | +12.3% | +12.6% |
| YTD | +12.4% | +39.9% | -27.5% | +5.2% |
| 1Y | +17.3% | +53.2% | -35.9% | +7.4% |
| 3Y | +76.8% | +16.3% | +60.5% | +69.0% |
| All | +83.3% | +81.8% | +1.5% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling