+69.2%
SPYG vs CAPR
+151.3%
-82.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.9% | +9.1% | -0.7% |
| 7D | -1.9% | +7.6% | -9.6% | -2.0% |
| 30D | -9.2% | +13.3% | -22.4% | -9.3% |
| 3M | -6.8% | +130.4% | -137.2% | -7.7% |
| 6M | -2.6% | -70.8% | +68.2% | -2.1% |
| YTD | +7.5% | -69.3% | +76.7% | +7.8% |
| 1Y | +6.7% | +59.5% | -52.9% | +2.7% |
| 3Y | +90.1% | +216.8% | -126.7% | +64.6% |
| 5Y | +69.2% | +152.7% | -83.5% | +39.2% |
| All | +69.2% | +151.3% | -82.1% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling