+276.8%
B vs SPYG
+533.7%
-256.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -6.2% | +4.2% | -10.4% | -7.3% |
| 30D | -6.6% | -7.4% | +0.8% | -4.4% |
| 3M | -7.9% | -5.3% | -2.6% | -6.3% |
| 6M | -16.8% | -1.2% | -15.6% | -16.3% |
| YTD | -11.7% | +9.0% | -20.7% | -13.5% |
| 1Y | +3.5% | +8.8% | -5.3% | +1.5% |
| 3Y | +165.7% | +92.8% | +72.9% | +122.3% |
| 5Y | +108.4% | +69.3% | +39.1% | +78.1% |
| 10Y | +212.7% | +398.4% | -185.7% | +99.9% |
| All | +276.8% | +533.7% | -256.9% | +50.5% |
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 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