+819.0%
SPYM vs BG
+289.7%
+529.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -1.4% | +10.3% | -11.7% | -3.8% |
| 3M | +3.7% | -1.9% | +5.6% | +3.7% |
| 6M | +13.0% | +5.2% | +7.8% | +10.8% |
| YTD | +12.5% | +41.2% | -28.7% | +2.3% |
| 1Y | +18.6% | +50.5% | -31.9% | +5.8% |
| 3Y | +78.0% | +19.9% | +58.1% | +65.2% |
| 5Y | +82.3% | +86.7% | -4.4% | +48.1% |
| 10Y | +322.9% | +167.5% | +155.4% | +195.7% |
| All | +819.0% | +289.7% | +529.3% | +457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling