+528.0%
SPYG vs SPY
+730.3%
-202.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +2.3% | +2.6% | -0.3% | -0.2% |
| 30D | -6.5% | -2.0% | -4.5% | -4.4% |
| 3M | -6.8% | -2.8% | -4.1% | -4.0% |
| 6M | -3.1% | +2.1% | -5.3% | -4.8% |
| YTD | +8.0% | +11.5% | -3.5% | -2.4% |
| 1Y | +10.2% | +13.5% | -3.2% | -2.1% |
| 3Y | +91.0% | +77.7% | +13.3% | +10.3% |
| 5Y | +67.7% | +72.6% | -4.9% | +0.9% |
| 10Y | +393.9% | +308.2% | +85.7% | +33.0% |
| All | +528.0% | +730.3% | -202.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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