+415.5%
EXC vs SPYG
+564.9%
-149.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | -3.7% | -0.4% | -3.3% | -3.6% |
| 3M | -1.3% | +0.5% | -1.8% | -2.0% |
| 6M | -9.7% | +17.5% | -27.2% | -16.9% |
| YTD | +2.9% | +14.3% | -11.5% | -4.4% |
| 1Y | +4.4% | +21.7% | -17.3% | -6.0% |
| 3Y | +22.2% | +98.6% | -76.4% | -16.3% |
| 5Y | +46.7% | +85.1% | -38.4% | +1.9% |
| 10Y | +155.3% | +412.0% | -256.7% | +6.9% |
| All | +415.5% | +564.9% | -149.4% | +39.8% |
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