+13.6%
A vs SPYG
+68.8%
-55.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.0% |
| 7D | +0.7% | +4.2% | -3.5% | -2.3% |
| 30D | +0.8% | -7.4% | +8.2% | +6.5% |
| 3M | +16.9% | -5.3% | +22.2% | +21.5% |
| 6M | +53.8% | -1.2% | +54.9% | +54.3% |
| YTD | +28.1% | +9.0% | +19.1% | +19.1% |
| 1Y | +15.0% | +8.8% | +6.2% | +7.1% |
| 3Y | +63.1% | +92.8% | -29.7% | -6.0% |
| All | +13.6% | +68.8% | -55.1% | -27.5% |
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