+28.3%
SPYM vs VG
-38.0%
+66.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | +0.6% | -2.5% | +3.1% | +0.7% |
| 30D | -0.9% | +11.1% | -12.0% | -1.3% |
| 3M | +3.9% | +14.9% | -11.0% | +3.2% |
| 6M | +14.5% | +18.4% | -3.8% | +12.4% |
| YTD | +13.0% | +116.6% | -103.6% | +5.0% |
| 1Y | +19.4% | +9.4% | +10.1% | +17.1% |
| All | +28.3% | -38.0% | +66.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling