+84.6%
SPYG vs CAPR
+87.6%
-3.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | +1.2% | -9.5% | +10.7% | +1.3% |
| 30D | -1.6% | +121.5% | -123.1% | -2.4% |
| 3M | +3.4% | -65.4% | +68.7% | +3.8% |
| 6M | +18.9% | -67.5% | +86.4% | +19.4% |
| YTD | +13.8% | -68.6% | +82.4% | +14.3% |
| 1Y | +20.6% | +42.7% | -22.1% | +16.5% |
| 3Y | +100.5% | +43.4% | +57.2% | +81.6% |
| 5Y | +84.6% | +86.0% | -1.4% | +54.5% |
| All | +84.6% | +87.6% | -3.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling