+131.9%
AS vs SPYG
+75.4%
+56.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -4.2% |
| 7D | -3.0% | -1.5% | -1.5% | -1.7% |
| 30D | +9.6% | -7.2% | +16.7% | +17.9% |
| 3M | -8.2% | -4.6% | -3.5% | -4.1% |
| 6M | -9.9% | -1.2% | -8.7% | -10.1% |
| YTD | -16.8% | +9.3% | -26.1% | -25.9% |
| 1Y | +3.0% | +8.8% | -5.9% | -8.0% |
| All | +131.9% | +75.4% | +56.5% | +21.3% |
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 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