+23.6%
SYY vs SPYG
+85.2%
-61.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +3.9% | -0.9% | +4.8% | +4.3% |
| 30D | -1.7% | -1.5% | -0.2% | -1.3% |
| 3M | +5.2% | +3.7% | +1.4% | +3.5% |
| 6M | -0.2% | +16.4% | -16.6% | -6.2% |
| YTD | +15.4% | +13.3% | +2.0% | +9.4% |
| 1Y | +5.6% | +17.9% | -12.3% | -1.7% |
| 3Y | +28.9% | +98.3% | -69.5% | -9.2% |
| All | +23.6% | +85.2% | -61.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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