+828.4%
SPYM vs SPG
+614.4%
+214.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.8% |
| 30D | +0.1% | -6.8% | +6.9% | +1.9% |
| 3M | +2.0% | +2.7% | -0.6% | +1.1% |
| 6M | +13.1% | +5.5% | +7.6% | +11.1% |
| YTD | +13.6% | +15.7% | -2.1% | +8.9% |
| 1Y | +20.1% | +20.9% | -0.8% | +13.6% |
| 3Y | +77.6% | +112.4% | -34.8% | +43.7% |
| 5Y | +82.5% | +101.4% | -18.8% | +48.4% |
| 10Y | +317.6% | +60.6% | +257.0% | +229.1% |
| All | +828.4% | +614.4% | +214.0% | +346.5% |
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