+35.5%
D vs SPYG
+420.3%
-384.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | -3.5% | -1.9% | -1.6% | -2.9% |
| 3M | -1.6% | +5.2% | -6.7% | -3.5% |
| 6M | +5.8% | +15.6% | -9.8% | 0.0% |
| YTD | +14.5% | +12.4% | +2.1% | +9.1% |
| 1Y | +14.2% | +17.5% | -3.3% | +6.7% |
| 3Y | +59.0% | +98.1% | -39.1% | +16.3% |
| 5Y | +5.4% | +84.9% | -79.5% | -22.1% |
| All | +35.5% | +420.3% | -384.8% | -43.3% |
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 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