+809.6%
SPYM vs SPGI
+1,291.8%
-482.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.1% | -0.9% | +0.9% | +0.4% |
| 30D | -3.3% | +15.5% | -18.8% | -8.5% |
| 3M | -2.4% | +15.7% | -18.1% | -7.9% |
| 6M | +2.6% | +19.1% | -16.5% | -5.0% |
| YTD | +11.3% | -4.1% | +15.4% | +10.9% |
| 1Y | +13.5% | +1.2% | +12.3% | +10.6% |
| 3Y | +80.3% | +31.6% | +48.7% | +57.6% |
| 5Y | +72.7% | +12.4% | +60.3% | +58.5% |
| 10Y | +312.2% | +334.3% | -22.1% | +131.6% |
| All | +809.6% | +1,291.8% | -482.2% | +198.1% |
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