+311.0%
SPYM vs VUG
+398.3%
-87.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.3% |
| 7D | +2.6% | +2.5% | 0.0% | +0.5% |
| 30D | -2.0% | -6.3% | +4.3% | +3.0% |
| 3M | -2.8% | -6.0% | +3.2% | +1.9% |
| 6M | +2.2% | -3.5% | +5.7% | +4.7% |
| YTD | +11.5% | +3.9% | +7.6% | +7.5% |
| 1Y | +13.5% | +5.1% | +8.4% | +8.4% |
| 3Y | +78.0% | +77.9% | +0.2% | +9.8% |
| 5Y | +73.1% | +62.4% | +10.7% | +13.7% |
| All | +311.0% | +398.3% | -87.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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