+311.0%
SPYM vs GEN
+152.9%
+158.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.9% |
| 7D | +2.6% | +2.0% | +0.5% | +2.1% |
| 30D | -2.0% | +27.7% | -29.7% | -7.0% |
| 3M | -2.8% | +3.3% | -6.0% | -4.1% |
| 6M | +2.2% | +31.8% | -29.6% | -4.7% |
| YTD | +11.5% | +13.5% | -2.0% | +6.9% |
| 1Y | +13.5% | +16.0% | -2.5% | +8.2% |
| 3Y | +78.0% | +70.6% | +7.5% | +54.6% |
| 5Y | +73.1% | +32.1% | +41.0% | +56.0% |
| All | +311.0% | +152.9% | +158.1% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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