+82.3%
SPYM vs CG
+5.5%
+76.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.7% |
| 7D | -0.4% | -6.4% | +6.1% | +1.6% |
| 30D | -1.4% | -7.1% | +5.7% | +0.6% |
| 3M | +3.7% | -1.6% | +5.3% | +3.7% |
| 6M | +13.0% | -8.3% | +21.4% | +15.0% |
| YTD | +12.5% | -23.8% | +36.3% | +20.5% |
| 1Y | +18.6% | -28.7% | +47.4% | +29.1% |
| 3Y | +78.0% | +49.2% | +28.9% | +45.3% |
| 5Y | +82.3% | +5.5% | +76.8% | +59.5% |
| All | +82.3% | +5.5% | +76.8% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling