+318.0%
SPYM vs SGI
+270.1%
+48.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | -0.8% | -4.5% | +3.7% | +0.1% |
| 30D | -1.1% | +4.2% | -5.3% | -2.0% |
| 3M | +3.9% | -7.4% | +11.3% | +5.2% |
| 6M | +13.6% | -15.1% | +28.7% | +16.4% |
| YTD | +12.7% | -24.7% | +37.4% | +18.0% |
| 1Y | +17.6% | -21.8% | +39.3% | +21.7% |
| 3Y | +77.2% | +50.0% | +27.2% | +58.3% |
| 5Y | +84.1% | +48.9% | +35.2% | +59.1% |
| All | +318.0% | +270.1% | +48.0% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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