+98.4%
SPYG vs MTB
+112.6%
-14.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.3% | +1.1% | -0.7% | 0.0% |
| 30D | -1.7% | -4.6% | +2.9% | -0.4% |
| 3M | +3.6% | +6.3% | -2.6% | +1.7% |
| 6M | +16.6% | +15.6% | +1.0% | +11.5% |
| YTD | +13.4% | +20.6% | -7.2% | +6.9% |
| 1Y | +19.6% | +22.5% | -2.9% | +12.1% |
| All | +98.4% | +112.6% | -14.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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