+445.9%
ASX vs SPYG
+100.8%
+345.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.8% |
| 7D | +6.3% | +1.2% | +5.1% | +4.5% |
| 30D | +6.4% | -1.6% | +8.0% | +8.9% |
| 3M | +13.1% | +3.4% | +9.8% | +9.8% |
| 6M | +90.3% | +18.9% | +71.4% | +56.2% |
| YTD | +149.6% | +13.8% | +135.8% | +116.8% |
| 1Y | +249.2% | +20.6% | +228.6% | +182.7% |
| 3Y | +445.9% | +100.5% | +345.4% | +131.5% |
| All | +445.9% | +100.8% | +345.1% | +131.5% |
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