+559.0%
SPYG vs DGX
+1,048.0%
-489.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.6% |
| 30D | -1.5% | -1.2% | -0.4% | -1.2% |
| 3M | +3.7% | +15.8% | -12.0% | -1.1% |
| 6M | +16.4% | +18.2% | -1.7% | +10.0% |
| YTD | +13.3% | +37.2% | -23.9% | +1.9% |
| 1Y | +17.9% | +30.4% | -12.5% | +7.3% |
| 3Y | +98.3% | +96.7% | +1.6% | +55.9% |
| 5Y | +86.4% | +67.2% | +19.3% | +53.1% |
| 10Y | +421.9% | +253.9% | +168.0% | +229.0% |
| All | +559.0% | +1,048.0% | -489.1% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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