+1,008.9%
BE vs SPYG
+256.3%
+752.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.1% | +10.5% |
| 7D | +29.8% | +1.2% | +28.6% | +27.2% |
| 30D | +26.4% | -1.6% | +27.9% | +30.2% |
| 3M | +9.3% | +3.4% | +6.0% | +7.0% |
| 6M | +105.1% | +18.9% | +86.2% | +61.9% |
| YTD | +219.0% | +13.8% | +205.3% | +174.1% |
| 1Y | +418.8% | +20.6% | +398.2% | +323.2% |
| 3Y | +1,784.6% | +100.5% | +1,684.1% | +584.4% |
| 5Y | +1,251.0% | +84.6% | +1,166.4% | +499.4% |
| All | +1,008.9% | +256.3% | +752.6% | +94.9% |
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 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