+318.0%
SPYM vs DGX
+255.3%
+62.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | +3.9% | +15.8% | -11.9% | -1.1% |
| 6M | +13.6% | +18.2% | -4.5% | +7.2% |
| YTD | +12.7% | +37.2% | -24.5% | +0.9% |
| 1Y | +17.6% | +30.4% | -12.8% | +6.7% |
| 3Y | +77.2% | +96.7% | -19.5% | +36.4% |
| 5Y | +84.1% | +67.2% | +17.0% | +48.4% |
| All | +318.0% | +255.3% | +62.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling