+2.9%
EXC vs SPYG
+17.9%
-15.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.3% |
| 7D | -1.1% | -0.9% | -0.2% | -1.3% |
| 30D | -3.6% | -1.5% | -2.1% | -4.0% |
| 3M | -4.3% | +3.7% | -8.0% | -3.1% |
| 6M | -9.9% | +16.4% | -26.4% | -7.6% |
| YTD | +1.8% | +13.3% | -11.6% | +4.0% |
| 1Y | +2.9% | +17.9% | -15.0% | +6.5% |
| All | +2.9% | +17.9% | -15.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling