+86.4%
F vs SPYG
+410.1%
-323.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.8% | -3.8% |
| 7D | +1.2% | +1.2% | 0.0% | +0.2% |
| 30D | +1.2% | -1.6% | +2.8% | +2.6% |
| 3M | -5.7% | +3.4% | -9.0% | -8.7% |
| 6M | +17.9% | +18.9% | -1.0% | +1.5% |
| YTD | +10.4% | +13.8% | -3.4% | -1.5% |
| 1Y | +25.3% | +20.6% | +4.7% | +6.1% |
| 3Y | +37.5% | +100.5% | -63.1% | -28.3% |
| 5Y | +46.5% | +84.6% | -38.1% | -17.7% |
| 10Y | +86.4% | +410.8% | -324.4% | -59.0% |
| All | +86.4% | +410.1% | -323.7% | -59.0% |
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