+85.5%
SPYG vs CAPR
+94.6%
-9.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +0.4% | -2.0% | +2.4% | +0.4% |
| 30D | -0.4% | +139.2% | -139.6% | -1.4% |
| 3M | +0.5% | -66.4% | +66.9% | +1.0% |
| 6M | +17.5% | -63.1% | +80.6% | +17.8% |
| YTD | +14.3% | -67.4% | +81.8% | +14.8% |
| 1Y | +21.7% | +58.2% | -36.5% | +17.1% |
| 3Y | +98.6% | +42.2% | +56.4% | +80.4% |
| All | +85.5% | +94.6% | -9.1% | +55.2% |
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