+972.4%
SPYG vs CAPR
-98.9%
+1,071.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.5% | -24.8% | +1.4% |
| 7D | -1.5% | +25.8% | -27.3% | -1.8% |
| 30D | -7.2% | +50.2% | -57.4% | -7.6% |
| 3M | -4.6% | +185.5% | -190.1% | -5.9% |
| 6M | -1.2% | -64.8% | +63.6% | -1.0% |
| YTD | +9.3% | -61.1% | +70.4% | +9.3% |
| 1Y | +8.8% | +81.0% | -72.1% | +4.9% |
| 3Y | +93.3% | +300.7% | -207.4% | +82.1% |
| 5Y | +71.7% | +223.3% | -151.6% | +61.1% |
| 10Y | +399.8% | -58.8% | +458.5% | +357.7% |
| All | +972.4% | -98.9% | +1,071.3% | +865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling