+316.9%
SPYM vs VIG
+250.0%
+66.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.2% |
| 7D | -1.0% | -1.1% | 0.0% | +0.1% |
| 30D | -1.3% | -2.7% | +1.4% | +1.6% |
| 3M | +3.6% | +2.5% | +1.1% | +0.8% |
| 6M | +13.3% | +9.2% | +4.1% | +3.1% |
| YTD | +12.4% | +9.8% | +2.6% | +1.7% |
| 1Y | +17.3% | +12.4% | +4.9% | +3.5% |
| 3Y | +76.8% | +55.9% | +20.9% | +10.3% |
| 5Y | +83.6% | +63.9% | +19.7% | +9.2% |
| All | +316.9% | +250.0% | +66.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling