+20.1%
F vs SPYG
+513.6%
-493.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.5% |
| 7D | +1.6% | -3.6% | +5.2% | +4.6% |
| 30D | +2.6% | -11.2% | +13.8% | +13.4% |
| 3M | -8.8% | -8.1% | -0.7% | -2.4% |
| 6M | +4.6% | -3.3% | +7.9% | +6.8% |
| YTD | -1.9% | +5.5% | -7.4% | -7.6% |
| 1Y | -0.8% | +7.0% | -7.7% | -7.8% |
| 3Y | +43.5% | +89.5% | -46.0% | -23.1% |
| 5Y | -12.1% | +63.3% | -75.3% | -45.5% |
| 10Y | +83.6% | +395.1% | -311.5% | -59.8% |
| All | +20.1% | +513.6% | -493.5% | -85.5% |
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