+291.5%
C vs SPYG
+420.3%
-128.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.3% |
| 7D | +0.3% | -1.8% | +2.1% | +2.0% |
| 30D | +2.0% | -1.9% | +3.9% | +3.9% |
| 3M | +4.4% | +5.2% | -0.8% | -0.8% |
| 6M | +28.3% | +15.6% | +12.8% | +11.2% |
| YTD | +20.5% | +12.4% | +8.1% | +7.4% |
| 1Y | +45.5% | +17.5% | +28.1% | +24.1% |
| 3Y | +274.0% | +98.1% | +176.0% | +90.6% |
| 5Y | +136.1% | +84.9% | +51.2% | +25.2% |
| All | +291.5% | +420.3% | -128.8% | -32.7% |
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