+358.7%
ALAB vs SPYG
+66.5%
+292.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -3.3% |
| 7D | +0.6% | -1.8% | +2.4% | +5.3% |
| 30D | -8.8% | -1.9% | -6.9% | -4.0% |
| 3M | -14.0% | +5.2% | -19.2% | -19.6% |
| 6M | +144.3% | +15.6% | +128.7% | +86.8% |
| YTD | +71.0% | +12.4% | +58.6% | +40.8% |
| 1Y | +23.5% | +17.5% | +6.1% | -5.8% |
| All | +358.7% | +66.5% | +292.2% | +81.5% |
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 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