+98.3%
SPYG vs VIG
+55.8%
+42.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | -0.9% | -1.1% | +0.2% | +0.4% |
| 30D | -1.5% | -2.7% | +1.2% | +1.9% |
| 3M | +3.7% | +2.5% | +1.2% | +0.5% |
| 6M | +16.4% | +9.2% | +7.2% | +4.4% |
| YTD | +13.3% | +9.8% | +3.5% | +0.9% |
| 1Y | +17.9% | +12.4% | +5.5% | +2.0% |
| 3Y | +98.3% | +55.9% | +42.5% | +17.3% |
| All | +98.3% | +55.8% | +42.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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