+843.7%
SPYM vs DG
+614.5%
+229.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -2.0% | +3.2% | -5.2% | -2.6% |
| 3M | -2.8% | +10.4% | -13.2% | -4.6% |
| 6M | +2.2% | +33.2% | -31.0% | -3.1% |
| YTD | +11.5% | +3.0% | +8.6% | +10.0% |
| 1Y | +13.5% | +31.2% | -17.7% | +7.1% |
| 3Y | +78.0% | +21.8% | +56.2% | +64.2% |
| 5Y | +73.1% | -35.0% | +108.1% | +81.0% |
| 10Y | +310.9% | +106.0% | +204.8% | +242.2% |
| All | +843.7% | +614.5% | +229.1% | +495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling