+6,269.3%
EW vs SPYG
+528.0%
+5,741.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +4.9% | +2.3% | +2.6% | +3.5% |
| 30D | +23.9% | -6.5% | +30.4% | +28.4% |
| 3M | +15.8% | -6.8% | +22.6% | +20.1% |
| 6M | +31.7% | -3.1% | +34.8% | +33.0% |
| YTD | +25.7% | +8.0% | +17.7% | +19.0% |
| 1Y | +24.4% | +10.2% | +14.2% | +16.4% |
| 3Y | +65.9% | +91.0% | -25.1% | +10.9% |
| 5Y | -7.6% | +67.7% | -75.4% | -33.6% |
| 10Y | +253.2% | +393.9% | -140.7% | +47.2% |
| All | +6,269.3% | +528.0% | +5,741.3% | +1,723.0% |
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