+146.4%
CI vs SPYG
+399.1%
-252.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.4% |
| 7D | -1.3% | -1.5% | +0.2% | -0.7% |
| 30D | +6.4% | -7.2% | +13.6% | +10.2% |
| 3M | +10.7% | -4.6% | +15.3% | +12.9% |
| 6M | +5.5% | -1.2% | +6.7% | +4.8% |
| YTD | +11.4% | +9.3% | +2.1% | +4.1% |
| 1Y | +15.0% | +8.8% | +6.2% | +7.6% |
| 3Y | +9.0% | +93.3% | -84.3% | -32.9% |
| 5Y | +52.0% | +71.7% | -19.7% | +0.6% |
| All | +146.4% | +399.1% | -252.7% | -41.4% |
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