+155.8%
EXC vs SPYG
+424.6%
-268.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | -3.6% | -1.5% | -2.1% | -3.0% |
| 3M | -4.3% | +3.7% | -8.0% | -6.1% |
| 6M | -9.9% | +16.4% | -26.4% | -16.7% |
| YTD | +1.8% | +13.3% | -11.6% | -4.9% |
| 1Y | +2.9% | +17.9% | -15.0% | -6.0% |
| 3Y | +19.1% | +98.3% | -79.2% | -21.9% |
| 5Y | +44.8% | +86.4% | -41.6% | -3.7% |
| All | +155.8% | +424.6% | -268.7% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling