-12.1%
DOW vs SPYG
+249.6%
-261.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.7% |
| 7D | -1.4% | -0.9% | -0.5% | -0.8% |
| 30D | -3.9% | -1.5% | -2.4% | -3.0% |
| 3M | -12.7% | +3.7% | -16.4% | -15.8% |
| 6M | -13.7% | +16.4% | -30.1% | -25.1% |
| YTD | +28.4% | +13.3% | +15.1% | +13.7% |
| 1Y | +21.8% | +17.9% | +3.9% | +4.3% |
| 3Y | -35.7% | +98.3% | -134.0% | -65.1% |
| 5Y | -36.8% | +86.4% | -123.3% | -64.8% |
| All | -12.1% | +249.6% | -261.7% | -75.8% |
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