+707.0%
SPYM vs BTG
+385.9%
+321.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | -0.4% | +2.4% | -2.8% | -0.5% |
| 30D | -1.4% | +9.5% | -10.9% | -1.9% |
| 3M | +3.7% | +38.5% | -34.8% | +1.6% |
| 6M | +13.0% | +5.6% | +7.4% | +12.2% |
| YTD | +12.5% | +23.9% | -11.5% | +10.4% |
| 1Y | +18.6% | +32.1% | -13.5% | +15.8% |
| 3Y | +78.0% | +103.2% | -25.2% | +68.4% |
| 5Y | +82.3% | +79.7% | +2.6% | +72.5% |
| 10Y | +322.9% | +159.1% | +163.7% | +285.7% |
| All | +707.0% | +385.9% | +321.1% | +524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling