+133.0%
ASX vs SPYG
+7.6%
+125.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +5.1% |
| 7D | -9.1% | -1.9% | -7.2% | -3.3% |
| 30D | -23.6% | -9.2% | -14.4% | -4.3% |
| 3M | -5.6% | -6.8% | +1.2% | +13.0% |
| 6M | +4.7% | -2.6% | +7.3% | +18.2% |
| YTD | +122.6% | +7.5% | +115.1% | +122.4% |
| 1Y | +133.0% | +6.7% | +126.3% | +134.9% |
| All | +133.0% | +7.6% | +125.5% | +134.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling