+282.6%
SPGI vs SPYG
+420.3%
-137.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.2% |
| 7D | -8.9% | -1.8% | -7.1% | -7.5% |
| 30D | +0.6% | -1.9% | +2.6% | +2.2% |
| 3M | +2.0% | +5.2% | -3.2% | -2.8% |
| 6M | +0.1% | +15.6% | -15.5% | -12.5% |
| YTD | -16.4% | +12.4% | -28.8% | -25.3% |
| 1Y | -18.9% | +17.5% | -36.4% | -30.7% |
| 3Y | +13.8% | +98.1% | -84.3% | -41.1% |
| 5Y | +0.5% | +84.9% | -84.4% | -45.2% |
| All | +282.6% | +420.3% | -137.7% | -28.0% |
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