+345.6%
B vs SPYG
+564.9%
-219.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +9.4% | -0.4% | +9.9% | +9.6% |
| 3M | +5.0% | +0.5% | +4.4% | +5.0% |
| 6M | -3.5% | +17.5% | -21.0% | -7.6% |
| YTD | +4.5% | +14.3% | -9.9% | +0.9% |
| 1Y | +67.8% | +21.7% | +46.1% | +59.4% |
| 3Y | +196.7% | +98.6% | +98.1% | +145.6% |
| 5Y | +151.9% | +85.1% | +66.8% | +109.8% |
| 10Y | +202.2% | +412.0% | -209.9% | +91.4% |
| All | +345.6% | +564.9% | -219.2% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling