+98.3%
SPYG vs MKTX
-25.3%
+123.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.5% | +0.7% | -2.2% | -1.5% |
| 3M | +3.7% | +40.8% | -37.1% | +3.3% |
| 6M | +16.4% | -8.0% | +24.4% | +15.8% |
| YTD | +13.3% | -8.7% | +22.1% | +12.7% |
| 1Y | +17.9% | -11.8% | +29.7% | +17.3% |
| 3Y | +98.3% | -24.0% | +122.4% | +95.3% |
| All | +98.3% | -25.3% | +123.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling