+6,747.6%
DE vs SPYG
+559.2%
+6,188.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.0% | +0.3% | -3.4% | -3.3% |
| 30D | +11.1% | -1.7% | +12.8% | +12.5% |
| 3M | +17.6% | +3.6% | +14.0% | +13.7% |
| 6M | +13.6% | +16.6% | -3.0% | -0.7% |
| YTD | +46.3% | +13.4% | +32.9% | +30.3% |
| 1Y | +44.2% | +19.6% | +24.6% | +22.3% |
| 3Y | +76.6% | +99.8% | -23.2% | -5.1% |
| 5Y | +98.2% | +85.0% | +13.3% | +10.0% |
| 10Y | +863.5% | +422.1% | +441.4% | +116.1% |
| All | +6,747.6% | +559.2% | +6,188.4% | +733.4% |
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