+83.8%
SPYM vs DGX
+66.8%
+17.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -1.1% | -1.2% | +0.1% | -0.9% |
| 3M | +3.9% | +15.8% | -11.9% | +0.6% |
| 6M | +13.6% | +18.2% | -4.5% | +9.4% |
| YTD | +12.7% | +37.2% | -24.5% | +4.3% |
| 1Y | +17.6% | +30.4% | -12.8% | +10.0% |
| 3Y | +77.2% | +96.7% | -19.5% | +44.7% |
| All | +83.8% | +66.8% | +17.0% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling