-37.1%
DOW vs SPYG
+85.2%
-122.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.0% |
| 30D | -3.9% | -1.5% | -2.4% | -3.3% |
| 3M | -12.7% | +3.7% | -16.4% | -14.8% |
| 6M | -13.7% | +16.4% | -30.1% | -21.8% |
| YTD | +28.4% | +13.3% | +15.1% | +18.1% |
| 1Y | +21.8% | +17.9% | +3.9% | +9.3% |
| 3Y | -35.7% | +98.3% | -134.0% | -58.0% |
| All | -37.1% | +85.2% | -122.4% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling