+134.9%
AS vs SPYG
+69.4%
+65.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.5% |
| 7D | +6.9% | -3.6% | +10.6% | +10.8% |
| 30D | +16.0% | -11.2% | +27.2% | +30.7% |
| 3M | -12.8% | -8.1% | -4.8% | -5.4% |
| 6M | -15.4% | -3.3% | -12.1% | -13.8% |
| YTD | -15.7% | +5.5% | -21.3% | -22.2% |
| 1Y | +6.1% | +7.0% | -0.9% | -3.6% |
| All | +134.9% | +69.4% | +65.5% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling