+314.7%
A vs SPYG
+393.2%
-78.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.3% |
| 7D | -0.5% | +2.3% | -2.8% | -2.3% |
| 30D | 0.0% | -6.5% | +6.4% | +5.5% |
| 3M | +16.7% | -6.8% | +23.5% | +23.5% |
| 6M | +54.8% | -3.1% | +58.0% | +57.9% |
| YTD | +28.8% | +8.0% | +20.8% | +19.6% |
| 1Y | +19.3% | +10.2% | +9.1% | +8.8% |
| 3Y | +65.5% | +91.0% | -25.5% | -8.3% |
| 5Y | +12.1% | +67.7% | -55.7% | -30.8% |
| All | +314.7% | +393.2% | -78.5% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling