+32.3%
MSCI vs SPYG
+92.9%
-60.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | -0.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.4% |
| 30D | +14.4% | -8.4% | +22.8% | +18.4% |
| 3M | +15.2% | -6.2% | +21.4% | +18.0% |
| 6M | +11.2% | -1.8% | +13.0% | +11.3% |
| YTD | +13.9% | +8.4% | +5.6% | +8.5% |
| 1Y | +12.5% | +10.1% | +2.5% | +6.1% |
| 3Y | +32.3% | +94.9% | -62.7% | -13.6% |
| All | +32.3% | +92.9% | -60.6% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling