+104.2%
SPG vs SPYG
+83.9%
+20.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.2% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | -6.3% | -1.7% | -4.6% | -5.3% |
| 3M | -2.4% | +3.6% | -6.1% | -5.1% |
| 6M | +9.6% | +16.6% | -7.0% | -1.7% |
| YTD | +14.2% | +13.4% | +0.8% | +4.0% |
| 1Y | +19.3% | +19.6% | -0.3% | +4.3% |
| 3Y | +106.7% | +99.8% | +6.9% | +21.6% |
| 5Y | +104.2% | +85.0% | +19.3% | +25.8% |
| All | +104.2% | +83.9% | +20.3% | +25.8% |
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