+631.0%
MSCI vs SPYG
+412.5%
+218.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.9% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | -1.2% | -1.7% | +0.5% | +0.4% |
| 3M | -8.4% | +3.6% | -12.0% | -12.5% |
| 6M | -1.0% | +16.6% | -17.6% | -16.6% |
| YTD | -2.3% | +13.4% | -15.6% | -15.4% |
| 1Y | -1.2% | +19.6% | -20.8% | -19.7% |
| 3Y | +7.9% | +99.8% | -91.8% | -52.0% |
| 5Y | -10.1% | +85.0% | -95.0% | -55.8% |
| 10Y | +631.0% | +422.1% | +208.9% | +7.8% |
| All | +631.0% | +412.5% | +218.5% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling