+84.9%
SPYG vs MTB
+101.1%
-16.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -1.9% | -4.6% | +2.7% | -0.6% |
| 3M | +5.2% | +7.4% | -2.3% | +2.8% |
| 6M | +15.6% | +18.7% | -3.1% | +9.6% |
| YTD | +12.4% | +21.1% | -8.7% | +5.8% |
| 1Y | +17.5% | +24.1% | -6.6% | +9.6% |
| 3Y | +98.1% | +115.3% | -17.3% | +56.2% |
| 5Y | +84.9% | +106.0% | -21.1% | +52.5% |
| All | +84.9% | +101.1% | -16.2% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling