+370.0%
ALL vs SPYG
+397.7%
-27.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | 0.0% | +4.2% | -4.2% | -1.9% |
| 30D | +12.8% | -7.4% | +20.2% | +16.4% |
| 3M | +4.7% | -5.3% | +10.0% | +6.8% |
| 6M | +24.9% | -1.2% | +26.1% | +23.9% |
| YTD | +30.0% | +9.0% | +21.0% | +21.9% |
| 1Y | +29.9% | +8.8% | +21.1% | +21.8% |
| 3Y | +117.5% | +92.8% | +24.8% | +42.3% |
| 5Y | +161.7% | +69.3% | +92.4% | +82.8% |
| All | +370.0% | +397.7% | -27.7% | +57.3% |
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