+82.3%
SPYM vs GEN
+20.0%
+62.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | -1.4% | +2.1% | -3.4% | -1.9% |
| 3M | +3.7% | +19.7% | -16.0% | -0.9% |
| 6M | +13.0% | +33.3% | -20.2% | +4.6% |
| YTD | +12.5% | +11.1% | +1.4% | +8.8% |
| 1Y | +18.6% | +3.0% | +15.6% | +17.0% |
| 3Y | +78.0% | +57.9% | +20.2% | +55.2% |
| 5Y | +82.3% | +20.6% | +61.7% | +66.8% |
| All | +82.3% | +20.0% | +62.3% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling