+158.8%
B vs SPYG
+83.9%
+74.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +9.5% | -1.7% | +11.2% | +10.3% |
| 3M | +14.3% | +3.6% | +10.7% | +12.7% |
| 6M | -1.9% | +16.6% | -18.5% | -7.4% |
| YTD | +4.1% | +13.4% | -9.3% | -0.7% |
| 1Y | +56.1% | +19.6% | +36.5% | +46.4% |
| 3Y | +202.0% | +99.8% | +102.2% | +138.8% |
| 5Y | +158.8% | +85.0% | +73.9% | +91.9% |
| All | +158.8% | +83.9% | +74.9% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling