+46.1%
DE vs SPYG
+10.8%
+35.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +5.6% | -2.8% | +8.4% | +5.9% |
| 30D | -0.8% | -6.2% | +5.3% | 0.0% |
| 3M | +9.8% | -3.6% | +13.4% | +10.3% |
| 6M | +17.5% | +4.8% | +12.8% | +16.4% |
| YTD | +46.5% | +11.0% | +35.5% | +39.8% |
| 1Y | +46.1% | +11.2% | +34.9% | +39.6% |
| All | +46.1% | +10.8% | +35.3% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling