+137.8%
AS vs SPYG
+72.5%
+65.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.0% |
| 7D | +4.5% | -1.9% | +6.4% | +6.5% |
| 30D | +13.2% | -9.2% | +22.4% | +24.7% |
| 3M | -11.9% | -6.8% | -5.1% | -5.7% |
| 6M | -11.6% | -2.6% | -9.0% | -10.4% |
| YTD | -14.7% | +7.5% | -22.2% | -22.7% |
| 1Y | +5.7% | +6.7% | -1.0% | -3.4% |
| All | +137.8% | +72.5% | +65.3% | +26.6% |
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 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