-52.1%
C vs SPYG
+564.9%
-616.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +3.6% | +0.4% | +3.3% | +3.2% |
| 30D | +0.1% | -0.4% | +0.5% | +0.6% |
| 3M | +2.4% | +0.5% | +1.9% | +1.2% |
| 6M | +24.9% | +17.5% | +7.5% | +2.7% |
| YTD | +19.8% | +14.3% | +5.5% | +1.8% |
| 1Y | +44.9% | +21.7% | +23.2% | +13.9% |
| 3Y | +263.0% | +98.6% | +164.4% | +56.0% |
| 5Y | +129.5% | +85.1% | +44.4% | +1.8% |
| 10Y | +291.6% | +412.0% | -120.4% | -52.5% |
| All | -52.1% | +564.9% | -616.9% | -97.1% |
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