+1,226.4%
SPYG vs MKTX
+1,445.1%
-218.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +0.3% | +0.3% | +0.1% | +0.3% |
| 30D | -1.7% | +1.0% | -2.6% | -1.9% |
| 3M | +3.6% | +40.8% | -37.2% | -3.9% |
| 6M | +16.6% | -10.9% | +27.5% | +18.0% |
| YTD | +13.4% | -8.6% | +22.0% | +14.0% |
| 1Y | +19.6% | -11.6% | +31.2% | +20.7% |
| 3Y | +99.8% | -24.5% | +124.3% | +102.7% |
| 5Y | +85.0% | -60.7% | +145.7% | +111.1% |
| 10Y | +422.1% | +5.1% | +417.0% | +377.9% |
| All | +1,226.4% | +1,445.1% | -218.7% | +532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling