-29.4%
EW vs SPYG
+83.9%
-113.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | -6.4% | -1.7% | -4.7% | -5.4% |
| 3M | -1.6% | +3.6% | -5.2% | -4.2% |
| 6M | +2.3% | +16.6% | -14.3% | -8.2% |
| YTD | +1.1% | +13.4% | -12.3% | -7.6% |
| 1Y | +8.0% | +19.6% | -11.6% | -5.1% |
| 3Y | +16.3% | +99.8% | -83.4% | -32.2% |
| 5Y | -29.4% | +85.0% | -114.4% | -55.8% |
| All | -29.4% | +83.9% | -113.3% | -55.8% |
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 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