+17.5%
SPYM vs CG
-30.6%
+48.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -2.0% | -9.8% | +7.8% | -0.1% |
| 30D | -1.6% | -10.3% | +8.7% | +0.2% |
| 3M | +4.7% | -1.7% | +6.4% | +4.8% |
| 6M | +12.6% | -9.8% | +22.4% | +14.1% |
| YTD | +11.8% | -25.6% | +37.4% | +17.1% |
| 1Y | +17.5% | -32.5% | +50.1% | +23.2% |
| All | +17.5% | -30.6% | +48.1% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling