+4.9%
MSCI vs SPYG
+67.2%
-62.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | -1.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.3% |
| 30D | +14.4% | -8.4% | +22.8% | +21.9% |
| 3M | +15.2% | -6.2% | +21.4% | +20.4% |
| 6M | +11.2% | -1.8% | +13.0% | +11.0% |
| YTD | +13.9% | +8.4% | +5.6% | +4.2% |
| 1Y | +12.5% | +10.1% | +2.5% | +1.2% |
| 3Y | +32.3% | +94.9% | -62.7% | -35.8% |
| 5Y | +4.9% | +68.5% | -63.6% | -38.2% |
| All | +4.9% | +67.2% | -62.4% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling