+307.8%
SPY vs SPYG
+393.2%
-85.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | +2.6% | +2.3% | +0.3% | +0.6% |
| 30D | -2.0% | -6.5% | +4.5% | +3.4% |
| 3M | -2.8% | -6.8% | +4.1% | +2.9% |
| 6M | +2.1% | -3.1% | +5.3% | +4.4% |
| YTD | +11.5% | +8.0% | +3.5% | +3.8% |
| 1Y | +13.5% | +10.2% | +3.2% | +3.7% |
| 3Y | +77.7% | +91.0% | -13.3% | +0.4% |
| 5Y | +72.6% | +67.7% | +4.9% | +8.1% |
| All | +307.8% | +393.2% | -85.3% | -4.3% |
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 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