+46.5%
EXC vs SPYG
+84.6%
-38.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +1.2% | +1.2% | 0.0% | +1.1% |
| 30D | -2.7% | -1.6% | -1.2% | -2.5% |
| 3M | -1.0% | +3.4% | -4.3% | -1.5% |
| 6M | -9.3% | +18.9% | -28.2% | -11.9% |
| YTD | +3.6% | +13.8% | -10.2% | +1.3% |
| 1Y | +5.9% | +20.6% | -14.7% | +2.3% |
| 3Y | +21.3% | +100.5% | -79.2% | -0.6% |
| All | +46.5% | +84.6% | -38.0% | +16.7% |
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