+819.0%
SPYM vs SPYG
+1,159.1%
-340.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -1.4% | -1.7% | +0.3% | 0.0% |
| 3M | +3.7% | +3.6% | +0.1% | +0.5% |
| 6M | +13.0% | +16.6% | -3.6% | -0.6% |
| YTD | +12.5% | +13.4% | -0.9% | +1.0% |
| 1Y | +18.6% | +19.6% | -1.0% | +1.9% |
| 3Y | +78.0% | +99.8% | -21.7% | -0.7% |
| 5Y | +82.3% | +85.0% | -2.6% | +7.1% |
| 10Y | +322.9% | +422.1% | -99.3% | +6.6% |
| All | +819.0% | +1,159.1% | -340.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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