+587.4%
D vs SPYG
+533.7%
+53.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.1% | +4.2% | -7.3% | -4.5% |
| 30D | +8.4% | -7.4% | +15.8% | +11.1% |
| 3M | +0.2% | -5.3% | +5.5% | +1.9% |
| 6M | +9.5% | -1.2% | +10.6% | +9.1% |
| YTD | +18.8% | +9.0% | +9.8% | +13.8% |
| 1Y | +14.7% | +8.8% | +5.9% | +9.8% |
| 3Y | +72.9% | +92.8% | -19.8% | +29.4% |
| 5Y | +13.1% | +69.3% | -56.2% | -12.4% |
| 10Y | +47.2% | +398.4% | -351.3% | -27.5% |
| All | +587.4% | +533.7% | +53.7% | +125.7% |
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