+82.7%
SPG vs SPYG
+67.3%
+15.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +2.0% | +2.3% | -0.4% | +0.6% |
| 30D | +17.2% | -6.5% | +23.7% | +21.4% |
| 3M | +6.3% | -6.8% | +13.2% | +10.3% |
| 6M | +18.7% | -3.1% | +21.8% | +19.4% |
| YTD | +30.1% | +8.0% | +22.1% | +21.4% |
| 1Y | +32.8% | +10.2% | +22.5% | +22.0% |
| 3Y | +133.6% | +91.0% | +42.6% | +40.5% |
| All | +82.7% | +67.3% | +15.5% | +18.1% |
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 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