+82.6%
SPYM vs DG
-39.4%
+122.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.0% | -6.3% | +4.3% | -1.5% |
| 30D | -1.6% | +2.4% | -4.1% | -1.9% |
| 3M | +4.7% | +12.4% | -7.7% | +3.6% |
| 6M | +12.6% | -14.9% | +27.5% | +13.7% |
| YTD | +11.8% | -6.1% | +17.8% | +12.0% |
| 1Y | +17.5% | +17.9% | -0.3% | +15.4% |
| 3Y | +77.0% | +3.1% | +73.8% | +73.8% |
| 5Y | +82.6% | -38.7% | +121.3% | +98.8% |
| All | +82.6% | -39.4% | +122.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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