+1,022.0%
SPYG vs CAPR
-99.1%
+1,121.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +0.5% | -66.4% | +66.9% | +0.9% |
| 6M | +17.5% | -63.1% | +80.6% | +17.8% |
| YTD | +14.3% | -67.4% | +81.8% | +14.7% |
| 1Y | +21.7% | +58.2% | -36.5% | +17.4% |
| 3Y | +98.6% | +42.2% | +56.4% | +89.2% |
| 5Y | +85.1% | +87.3% | -2.1% | +74.8% |
| 10Y | +412.0% | -75.3% | +487.3% | +370.8% |
| All | +1,022.0% | -99.1% | +1,121.1% | +913.2% |
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 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