+98.3%
SPYG vs MTCH
-0.9%
+99.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -0.9% | +1.3% | -2.2% | -1.1% |
| 30D | -1.5% | +15.9% | -17.4% | -3.9% |
| 3M | +3.7% | +23.3% | -19.5% | -0.1% |
| 6M | +16.4% | +40.1% | -23.7% | +9.7% |
| YTD | +13.3% | +33.6% | -20.3% | +7.5% |
| 1Y | +17.9% | +14.1% | +3.8% | +14.4% |
| 3Y | +98.3% | +1.4% | +96.9% | +88.6% |
| All | +98.3% | -0.9% | +99.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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