-36.6%
DT vs SPYG
+67.3%
-103.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.6% |
| 7D | +3.1% | +2.3% | +0.8% | +0.8% |
| 30D | -29.5% | -6.5% | -23.1% | -24.9% |
| 3M | -11.7% | -6.8% | -4.9% | -5.7% |
| 6M | +29.0% | -3.1% | +32.1% | +31.8% |
| YTD | +3.4% | +8.0% | -4.6% | -6.0% |
| 1Y | -4.2% | +10.2% | -14.5% | -14.9% |
| 3Y | -12.8% | +91.0% | -103.8% | -60.9% |
| All | -36.6% | +67.3% | -103.9% | -64.5% |
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