+851.5%
DE vs SPYG
+424.6%
+426.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -2.6% | -0.9% | -1.7% | -2.0% |
| 30D | +9.0% | -1.5% | +10.5% | +10.1% |
| 3M | +19.1% | +3.7% | +15.4% | +15.6% |
| 6M | +14.4% | +16.4% | -2.0% | +1.8% |
| YTD | +45.9% | +13.3% | +32.6% | +32.0% |
| 1Y | +43.6% | +17.9% | +25.7% | +25.6% |
| 3Y | +75.9% | +98.3% | -22.5% | 0.0% |
| 5Y | +98.8% | +86.4% | +12.3% | +15.9% |
| All | +851.5% | +424.6% | +426.9% | +120.7% |
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 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