-24.9%
AR vs SPYG
+632.8%
-657.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.7% |
| 30D | +12.6% | -1.6% | +14.1% | +13.8% |
| 3M | +10.0% | +3.4% | +6.7% | +6.2% |
| 6M | +0.6% | +18.9% | -18.3% | -13.9% |
| YTD | +13.4% | +13.8% | -0.4% | +0.1% |
| 1Y | +21.7% | +20.6% | +1.1% | +2.5% |
| 3Y | +45.8% | +100.5% | -54.7% | -19.1% |
| 5Y | +144.3% | +84.6% | +59.6% | +43.2% |
| 10Y | +41.8% | +410.8% | -369.0% | -66.3% |
| All | -24.9% | +632.8% | -657.6% | -85.6% |
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 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