+828.4%
SPYM vs SPGI
+1,210.3%
-381.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.1% | +8.4% | -8.3% | -3.0% |
| 3M | +2.0% | +11.8% | -9.8% | -2.9% |
| 6M | +13.1% | +5.7% | +7.3% | +9.5% |
| YTD | +13.6% | -9.7% | +23.3% | +16.0% |
| 1Y | +20.1% | -12.5% | +32.5% | +23.5% |
| 3Y | +77.6% | +21.8% | +55.7% | +59.9% |
| 5Y | +82.5% | +8.2% | +74.4% | +70.1% |
| 10Y | +317.6% | +309.5% | +8.1% | +140.2% |
| All | +828.4% | +1,210.3% | -381.9% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling