+2,806.0%
MSCI vs SPYG
+906.0%
+1,899.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.1% |
| 7D | -1.9% | -1.5% | -0.4% | -0.6% |
| 30D | +16.5% | -7.2% | +23.7% | +25.0% |
| 3M | +18.2% | -4.6% | +22.8% | +23.1% |
| 6M | +14.0% | -1.2% | +15.2% | +12.8% |
| YTD | +16.6% | +9.3% | +7.3% | +2.6% |
| 1Y | +14.8% | +8.8% | +6.0% | +1.1% |
| 3Y | +33.3% | +93.3% | -60.0% | -41.3% |
| 5Y | +9.1% | +71.7% | -62.6% | -44.4% |
| 10Y | +820.4% | +399.8% | +420.6% | +38.6% |
| All | +2,806.0% | +906.0% | +1,899.9% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling