+5,054.9%
EW vs SPYG
+561.6%
+4,493.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | -4.4% | +1.2% | -5.6% | -5.1% |
| 30D | -3.3% | -1.6% | -1.8% | -2.5% |
| 3M | +1.0% | +3.4% | -2.3% | -1.3% |
| 6M | +6.2% | +18.9% | -12.7% | -4.4% |
| YTD | +1.7% | +13.8% | -12.1% | -6.2% |
| 1Y | +8.1% | +20.6% | -12.5% | -3.8% |
| 3Y | +17.1% | +100.5% | -83.4% | -23.6% |
| 5Y | -29.4% | +84.6% | -114.0% | -51.7% |
| 10Y | +121.7% | +410.8% | -289.1% | -9.1% |
| All | +5,054.9% | +561.6% | +4,493.2% | +1,337.4% |
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