+361.3%
ALL vs SPYG
+424.8%
-63.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -5.6% | -1.7% | -3.9% | -4.9% |
| 3M | +17.2% | +3.6% | +13.6% | +14.5% |
| 6M | +23.2% | +16.6% | +6.7% | +12.8% |
| YTD | +23.6% | +13.4% | +10.2% | +14.4% |
| 1Y | +29.2% | +19.6% | +9.6% | +15.7% |
| 3Y | +153.8% | +99.8% | +54.1% | +64.4% |
| 5Y | +116.1% | +85.0% | +31.1% | +43.4% |
| All | +361.3% | +424.8% | -63.5% | +54.2% |
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