+312.6%
SPYM vs SPGI
+329.2%
-16.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | +3.3% | -0.8% | +4.1% | +3.7% |
| 30D | -2.6% | +14.3% | -16.9% | -8.6% |
| 3M | -1.7% | +14.5% | -16.2% | -8.1% |
| 6M | +3.1% | +17.3% | -14.2% | -5.7% |
| YTD | +12.0% | -4.6% | +16.6% | +12.0% |
| 1Y | +12.1% | +0.8% | +11.3% | +8.8% |
| 3Y | +78.5% | +28.8% | +49.8% | +50.1% |
| 5Y | +73.8% | +14.0% | +59.9% | +52.8% |
| All | +312.6% | +329.2% | -16.6% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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