+1,278.0%
AAPL vs SPYG
+424.6%
+853.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | +3.8% | -0.9% | +4.7% | +4.8% |
| 30D | +9.9% | -1.5% | +11.4% | +11.6% |
| 3M | +12.5% | +3.7% | +8.8% | +7.0% |
| 6M | +27.6% | +16.4% | +11.2% | +6.3% |
| YTD | +22.6% | +13.3% | +9.2% | +4.9% |
| 1Y | +45.0% | +17.9% | +27.1% | +18.3% |
| 3Y | +87.8% | +98.3% | -10.6% | -17.0% |
| 5Y | +128.7% | +86.4% | +42.2% | +8.7% |
| All | +1,278.0% | +424.6% | +853.4% | +104.3% |
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