+69.4%
F vs SPYG
+392.5%
-323.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | +1.0% | -1.9% | +2.9% | +2.4% |
| 30D | +2.1% | -9.2% | +11.3% | +10.1% |
| 3M | -10.3% | -6.8% | -3.5% | -5.4% |
| 6M | +3.3% | -2.6% | +5.8% | +4.6% |
| YTD | -2.0% | +7.5% | -9.5% | -8.9% |
| 1Y | -2.3% | +6.7% | -9.0% | -8.6% |
| 3Y | +49.9% | +90.1% | -40.2% | -18.8% |
| 5Y | -12.5% | +69.2% | -81.7% | -47.5% |
| All | +69.4% | +392.5% | -323.1% | -62.4% |
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