+62.1%
SPG vs SPYG
+424.6%
-362.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -1.2% | -0.9% | -0.3% | -0.5% |
| 30D | -6.1% | -1.5% | -4.6% | -5.1% |
| 3M | -3.6% | +3.7% | -7.4% | -7.1% |
| 6M | +10.4% | +16.4% | -6.0% | -3.5% |
| YTD | +14.4% | +13.3% | +1.0% | +1.8% |
| 1Y | +16.5% | +17.9% | -1.3% | -0.1% |
| 3Y | +106.8% | +98.3% | +8.5% | +10.8% |
| 5Y | +108.9% | +86.4% | +22.5% | +16.7% |
| All | +62.1% | +424.6% | -362.5% | -58.3% |
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