+41.5%
SPGP vs SPY
+74.0%
-32.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +0.6% | +3.3% | -2.7% | -2.6% |
| 30D | +3.1% | -2.7% | +5.8% | +5.7% |
| 3M | -0.9% | -1.7% | +0.8% | +0.6% |
| 6M | +8.7% | +3.1% | +5.6% | +5.1% |
| YTD | +11.7% | +11.9% | -0.2% | -0.4% |
| 1Y | +13.1% | +12.0% | +1.1% | +0.8% |
| 3Y | +44.9% | +78.2% | -33.3% | -18.2% |
| 5Y | +41.5% | +73.2% | -31.8% | -18.6% |
| All | +41.5% | +74.0% | -32.6% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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