+14.0%
SPGI vs SPYG
+70.6%
-56.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -0.8% | +4.2% | -5.0% | -3.2% |
| 30D | +14.3% | -7.4% | +21.7% | +19.2% |
| 3M | +14.5% | -5.3% | +19.8% | +17.7% |
| 6M | +17.3% | -1.2% | +18.5% | +16.6% |
| YTD | -4.6% | +9.0% | -13.6% | -11.2% |
| 1Y | +0.8% | +8.8% | -8.0% | -6.3% |
| 3Y | +28.8% | +92.8% | -64.0% | -23.7% |
| 5Y | +14.0% | +69.3% | -55.3% | -27.2% |
| All | +14.0% | +70.6% | -56.7% | -27.2% |
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