-10.4%
DOW vs SPYG
+251.0%
-261.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -2.9% | +1.2% | -4.1% | -3.8% |
| 30D | +2.0% | -1.6% | +3.5% | +3.0% |
| 3M | -12.5% | +3.4% | -15.9% | -15.5% |
| 6M | -9.2% | +18.9% | -28.1% | -22.4% |
| YTD | +30.8% | +13.8% | +17.0% | +15.5% |
| 1Y | +29.4% | +20.6% | +8.8% | +8.8% |
| 3Y | -34.6% | +100.5% | -135.1% | -64.8% |
| 5Y | -35.9% | +84.6% | -120.6% | -63.8% |
| All | -10.4% | +251.0% | -261.4% | -75.4% |
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