+1,003.0%
BE vs SPYG
+254.8%
+748.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +5.3% |
| 7D | +9.0% | -0.9% | +9.9% | +10.8% |
| 30D | +16.3% | -1.5% | +17.8% | +19.7% |
| 3M | +10.8% | +3.7% | +7.1% | +7.5% |
| 6M | +73.2% | +16.4% | +56.8% | +41.5% |
| YTD | +217.4% | +13.3% | +204.0% | +175.0% |
| 1Y | +309.8% | +17.9% | +291.9% | +246.5% |
| 3Y | +1,726.2% | +98.3% | +1,627.8% | +576.2% |
| 5Y | +1,306.2% | +86.4% | +1,219.7% | +514.8% |
| All | +1,003.0% | +254.8% | +748.2% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling