-56.5%
C vs SPYG
+535.5%
-592.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | -0.4% |
| 7D | -0.4% | -1.5% | +1.1% | +1.2% |
| 30D | -5.3% | -7.2% | +1.9% | +2.9% |
| 3M | -8.0% | -4.6% | -3.4% | -3.3% |
| 6M | -0.3% | -1.2% | +1.0% | +0.1% |
| YTD | +8.6% | +9.3% | -0.6% | -3.2% |
| 1Y | +25.8% | +8.8% | +17.0% | +12.5% |
| 3Y | +221.2% | +93.3% | +127.9% | +41.9% |
| 5Y | +113.6% | +71.7% | +41.8% | +3.5% |
| 10Y | +218.3% | +399.8% | -181.5% | -60.6% |
| All | -56.5% | +535.5% | -592.0% | -97.3% |
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