+318.0%
SPYM vs BTG
+159.3%
+158.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -0.8% | -3.8% | +3.0% | -0.5% |
| 30D | -1.1% | +3.6% | -4.7% | -1.4% |
| 3M | +3.9% | +32.0% | -28.1% | +1.5% |
| 6M | +13.6% | +3.4% | +10.3% | +12.6% |
| YTD | +12.7% | +20.8% | -8.1% | +10.2% |
| 1Y | +17.6% | +22.4% | -4.8% | +14.5% |
| 3Y | +77.2% | +91.7% | -14.5% | +65.2% |
| 5Y | +84.1% | +79.0% | +5.1% | +71.2% |
| All | +318.0% | +159.3% | +158.8% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling