+86.7%
SPYG vs MKTX
-60.5%
+147.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +3.7% | +40.8% | -37.1% | -1.9% |
| 6M | +16.4% | -8.0% | +24.4% | +17.6% |
| YTD | +13.3% | -8.7% | +22.1% | +14.4% |
| 1Y | +17.9% | -11.8% | +29.7% | +19.6% |
| 3Y | +98.3% | -24.0% | +122.4% | +99.7% |
| All | +86.7% | -60.5% | +147.1% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling