+133.6%
SPG vs SPYG
+91.6%
+42.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +2.0% | +2.3% | -0.4% | +1.1% |
| 30D | +17.2% | -6.5% | +23.7% | +20.1% |
| 3M | +6.3% | -6.8% | +13.2% | +9.0% |
| 6M | +18.7% | -3.1% | +21.8% | +19.2% |
| YTD | +30.1% | +8.0% | +22.1% | +23.3% |
| 1Y | +32.8% | +10.2% | +22.5% | +24.3% |
| 3Y | +133.6% | +91.0% | +42.6% | +54.1% |
| All | +133.6% | +91.6% | +42.0% | +54.1% |
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