+82.6%
ED vs SPYG
+67.3%
+15.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.4% |
| 7D | +2.1% | +2.3% | -0.3% | +2.1% |
| 30D | +10.4% | -6.5% | +16.9% | +10.3% |
| 3M | +12.5% | -6.8% | +19.4% | +12.4% |
| 6M | +14.9% | -3.1% | +18.1% | +14.8% |
| YTD | +24.8% | +8.0% | +16.8% | +24.5% |
| 1Y | +23.8% | +10.2% | +13.6% | +23.4% |
| 3Y | +51.6% | +91.0% | -39.3% | +37.0% |
| All | +82.6% | +67.3% | +15.3% | +62.1% |
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