-26.9%
INFY vs SPYG
+22.6%
-49.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | -6.2% | -0.4% | -5.8% | -6.2% |
| 3M | -4.9% | +0.5% | -5.5% | -4.0% |
| 6M | -16.6% | +17.5% | -34.1% | -21.5% |
| YTD | -32.9% | +14.3% | -47.3% | -36.1% |
| 1Y | -26.9% | +21.7% | -48.6% | -31.2% |
| All | -26.9% | +22.6% | -49.5% | -31.2% |
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