+1,209.4%
SPYG vs ITOT
+885.8%
+323.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.7% |
| 30D | -1.7% | -1.6% | -0.1% | -0.1% |
| 3M | +3.6% | +3.5% | +0.1% | +0.3% |
| 6M | +16.6% | +13.1% | +3.5% | +3.6% |
| YTD | +13.4% | +12.7% | +0.6% | +1.1% |
| 1Y | +19.6% | +18.3% | +1.3% | +1.8% |
| 3Y | +99.8% | +76.4% | +23.4% | +16.2% |
| 5Y | +85.0% | +73.8% | +11.2% | +10.4% |
| 10Y | +422.1% | +301.2% | +120.9% | +43.5% |
| All | +1,209.4% | +885.8% | +323.6% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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