+143.7%
AR vs SPYG
+83.9%
+59.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.4% |
| 30D | +5.5% | -1.7% | +7.2% | +6.6% |
| 3M | +12.9% | +3.6% | +9.2% | +9.2% |
| 6M | +0.1% | +16.6% | -16.5% | -11.7% |
| YTD | +13.5% | +13.4% | +0.2% | +2.0% |
| 1Y | +21.6% | +19.6% | +2.0% | +4.9% |
| 3Y | +46.0% | +99.8% | -53.8% | -14.7% |
| 5Y | +143.7% | +85.0% | +58.8% | +55.6% |
| All | +143.7% | +83.9% | +59.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling