+828.4%
SPYM vs SGI
+2,894.1%
-2,065.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.1% | +8.5% | -8.4% | -1.3% |
| 30D | +0.1% | +0.7% | -0.6% | -0.2% |
| 3M | +2.0% | +0.6% | +1.4% | +1.6% |
| 6M | +13.1% | -17.9% | +31.0% | +16.1% |
| YTD | +13.6% | -21.2% | +34.8% | +17.2% |
| 1Y | +20.1% | -18.9% | +38.9% | +22.9% |
| 3Y | +77.6% | +52.6% | +24.9% | +61.2% |
| 5Y | +82.5% | +60.7% | +21.8% | +60.4% |
| 10Y | +317.6% | +278.1% | +39.5% | +193.5% |
| All | +828.4% | +2,894.1% | -2,065.7% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling