-7.3%
F vs SPYG
+8.1%
-15.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -3.9% | +4.2% | -8.1% | -6.1% |
| 30D | -0.5% | -7.4% | +6.9% | +4.2% |
| 3M | -12.9% | -5.3% | -7.6% | -10.3% |
| 6M | +1.5% | -1.2% | +2.7% | +1.9% |
| YTD | -5.0% | +9.0% | -14.0% | -12.1% |
| 1Y | -7.3% | +8.8% | -16.2% | -14.3% |
| All | -7.3% | +8.1% | -15.4% | -14.3% |
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