+131.6%
C vs SPYG
+84.3%
+47.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +3.2% | +1.2% | +2.0% | +2.3% |
| 30D | +1.3% | -1.6% | +2.8% | +2.5% |
| 3M | +3.1% | +3.4% | -0.2% | +0.4% |
| 6M | +29.6% | +18.9% | +10.7% | +13.1% |
| YTD | +19.0% | +13.8% | +5.2% | +7.5% |
| 1Y | +45.6% | +20.6% | +25.1% | +25.8% |
| 3Y | +269.3% | +100.5% | +168.8% | +122.1% |
| 5Y | +131.6% | +84.6% | +47.0% | +37.7% |
| All | +131.6% | +84.3% | +47.3% | +37.7% |
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 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