+532.2%
BE vs SPYG
+67.3%
+464.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -3.3% |
| 7D | +10.8% | +2.3% | +8.5% | +7.1% |
| 30D | -19.8% | -6.5% | -13.3% | -6.9% |
| 3M | -18.7% | -6.8% | -11.9% | -4.0% |
| 6M | -33.7% | -3.1% | -30.6% | -24.1% |
| YTD | +121.0% | +8.0% | +113.0% | +115.6% |
| 1Y | +85.4% | +10.2% | +75.2% | +78.1% |
| 3Y | +1,709.5% | +91.0% | +1,618.5% | +660.9% |
| All | +532.2% | +67.3% | +464.9% | +242.6% |
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