+402.1%
SPYG vs CAPR
-63.2%
+465.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.5% | -0.2% |
| 7D | +4.2% | +19.1% | -14.9% | +3.9% |
| 30D | -7.4% | +48.8% | -56.2% | -8.0% |
| 3M | -5.3% | +144.4% | -149.7% | -6.7% |
| 6M | -1.2% | -67.5% | +66.3% | -0.8% |
| YTD | +9.0% | -64.5% | +73.5% | +9.2% |
| 1Y | +8.8% | +74.4% | -65.6% | +3.4% |
| 3Y | +92.8% | +265.7% | -172.9% | +75.7% |
| 5Y | +69.3% | +196.0% | -126.7% | +53.2% |
| All | +402.1% | -63.2% | +465.2% | +335.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling