-17.9%
COMP vs SPYG
+63.1%
-81.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +9.3% |
| 7D | +13.4% | -3.6% | +17.1% | +20.6% |
| 30D | +11.1% | -11.2% | +22.3% | +34.0% |
| 3M | -18.8% | -8.1% | -10.8% | -7.3% |
| 6M | +10.5% | -3.3% | +13.8% | +15.6% |
| YTD | -3.4% | +5.5% | -8.9% | -11.0% |
| 1Y | +19.7% | +7.0% | +12.7% | +7.6% |
| 3Y | +381.6% | +89.5% | +292.1% | +36.1% |
| All | -17.9% | +63.1% | -81.0% | -68.9% |
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