+313.9%
SPYM vs SPGI
+337.7%
-23.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -0.9% | -1.4% | +0.4% | -0.3% |
| 30D | -2.4% | +15.3% | -17.6% | -8.7% |
| 3M | -1.1% | +16.5% | -17.6% | -8.3% |
| 6M | +3.3% | +19.8% | -16.5% | -6.4% |
| YTD | +12.4% | -3.2% | +15.6% | +11.6% |
| 1Y | +12.5% | +1.8% | +10.7% | +8.8% |
| 3Y | +79.1% | +30.6% | +48.5% | +49.6% |
| 5Y | +75.7% | +16.0% | +59.7% | +53.1% |
| 10Y | +313.9% | +338.6% | -24.7% | +94.6% |
| All | +313.9% | +337.7% | -23.8% | +94.6% |
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