+87,095.9%
AAPL vs SPYG
+561.6%
+86,534.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -2.7% | +1.2% | -3.9% | -3.8% |
| 30D | +1.0% | -1.6% | +2.6% | +2.4% |
| 3M | +5.0% | +3.4% | +1.6% | +0.8% |
| 6M | +23.0% | +18.9% | +4.1% | +2.9% |
| YTD | +16.6% | +13.8% | +2.8% | +1.6% |
| 1Y | +33.4% | +20.6% | +12.8% | +9.5% |
| 3Y | +79.9% | +100.5% | -20.6% | -10.0% |
| 5Y | +109.0% | +84.6% | +24.4% | +14.2% |
| 10Y | +1,210.4% | +410.8% | +799.6% | +196.4% |
| All | +87,095.9% | +561.6% | +86,534.3% | +10,621.4% |
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