+82.3%
SPYM vs SPGI
+5.8%
+76.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | +0.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | -0.9% | +5.4% | -6.3% | -3.1% |
| 3M | +3.9% | +9.0% | -5.1% | -0.5% |
| 6M | +14.5% | +0.8% | +13.8% | +13.1% |
| YTD | +13.0% | -12.6% | +25.6% | +18.1% |
| 1Y | +19.4% | -16.1% | +35.6% | +27.0% |
| 3Y | +78.9% | +19.0% | +59.9% | +56.4% |
| 5Y | +82.3% | +5.1% | +77.3% | +63.2% |
| All | +82.3% | +5.8% | +76.5% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling