+3,121.8%
SPG vs SPYG
+564.9%
+2,557.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -6.8% | -0.4% | -6.4% | -6.6% |
| 3M | +2.7% | +0.5% | +2.1% | +1.1% |
| 6M | +5.5% | +17.5% | -12.0% | -9.0% |
| YTD | +15.7% | +14.3% | +1.4% | +1.8% |
| 1Y | +20.9% | +21.7% | -0.8% | +0.3% |
| 3Y | +112.4% | +98.6% | +13.8% | +14.0% |
| 5Y | +101.4% | +85.1% | +16.2% | +13.2% |
| 10Y | +60.6% | +412.0% | -351.4% | -61.5% |
| All | +3,121.8% | +564.9% | +2,557.0% | +281.3% |
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 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