+811.4%
SPYM vs SGI
+2,503.7%
-1,692.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | -5.3% | +7.9% | +3.5% |
| 30D | -2.0% | -2.1% | +0.1% | -1.8% |
| 3M | -2.8% | -8.2% | +5.4% | -1.7% |
| 6M | +2.2% | -4.6% | +6.7% | +2.3% |
| YTD | +11.5% | -31.5% | +43.0% | +17.5% |
| 1Y | +13.5% | -30.8% | +44.3% | +19.4% |
| 3Y | +78.0% | +67.2% | +10.8% | +59.1% |
| 5Y | +73.1% | +42.5% | +30.6% | +55.1% |
| 10Y | +310.9% | +321.9% | -11.0% | +185.9% |
| All | +811.4% | +2,503.7% | -1,692.3% | +278.0% |
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