+3.9%
D vs SPYG
+83.9%
-80.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -0.4% | +0.3% | -0.8% | -0.5% |
| 30D | -2.1% | -1.7% | -0.4% | -1.9% |
| 3M | -0.7% | +3.6% | -4.4% | -1.3% |
| 6M | +5.6% | +16.6% | -11.0% | +3.0% |
| YTD | +14.6% | +13.4% | +1.2% | +12.2% |
| 1Y | +15.3% | +19.6% | -4.2% | +11.8% |
| 3Y | +59.1% | +99.8% | -40.6% | +34.8% |
| 5Y | +3.9% | +85.0% | -81.0% | -14.9% |
| All | +3.9% | +83.9% | -80.0% | -14.9% |
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