-57.2%
C vs SPYG
+524.9%
-582.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +1.2% |
| 7D | -0.4% | -1.9% | +1.6% | +1.8% |
| 30D | -5.2% | -9.2% | +4.0% | +5.6% |
| 3M | -9.1% | -6.8% | -2.3% | -1.8% |
| 6M | -1.6% | -2.6% | +1.0% | +0.4% |
| YTD | +6.9% | +7.5% | -0.5% | -2.8% |
| 1Y | +23.0% | +6.7% | +16.3% | +12.6% |
| 3Y | +216.1% | +90.1% | +126.1% | +42.4% |
| 5Y | +112.2% | +69.2% | +43.0% | +4.6% |
| 10Y | +208.8% | +391.9% | -183.1% | -61.0% |
| All | -57.2% | +524.9% | -582.1% | -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