+401.3%
A vs SPYG
+564.9%
-163.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | +6.9% | -0.4% | +7.4% | +7.4% |
| 3M | +9.2% | +0.5% | +8.7% | +7.7% |
| 6M | +25.7% | +17.5% | +8.2% | +5.5% |
| YTD | +11.5% | +14.3% | -2.8% | -3.9% |
| 1Y | +18.4% | +21.7% | -3.4% | -4.7% |
| 3Y | +26.6% | +98.6% | -72.0% | -40.4% |
| 5Y | -12.8% | +85.1% | -97.9% | -56.6% |
| 10Y | +247.2% | +412.0% | -164.9% | -44.6% |
| All | +401.3% | +564.9% | -163.6% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling