+818.1%
SPYM vs SPG
+709.4%
+108.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | +2.7% | -3.7% | -1.6% |
| 30D | -2.4% | +16.6% | -18.9% | -6.3% |
| 3M | -1.1% | +8.1% | -9.2% | -3.2% |
| 6M | +3.3% | +19.3% | -16.0% | -1.7% |
| YTD | +12.4% | +31.1% | -18.7% | +4.1% |
| 1Y | +12.5% | +32.8% | -20.2% | +3.9% |
| 3Y | +79.1% | +135.8% | -56.7% | +41.0% |
| 5Y | +75.7% | +85.1% | -9.4% | +45.7% |
| 10Y | +313.9% | +115.9% | +197.9% | +201.2% |
| All | +818.1% | +709.4% | +108.7% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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