+78.9%
INFY vs SPYG
+424.6%
-345.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +0.9% |
| 7D | -5.4% | -0.9% | -4.5% | -4.8% |
| 30D | -9.9% | -1.5% | -8.3% | -8.9% |
| 3M | -4.6% | +3.7% | -8.3% | -7.6% |
| 6M | -18.5% | +16.4% | -34.9% | -27.3% |
| YTD | -36.5% | +13.3% | -49.9% | -42.4% |
| 1Y | -32.8% | +17.9% | -50.6% | -40.8% |
| 3Y | -32.2% | +98.3% | -130.5% | -59.6% |
| 5Y | -44.7% | +86.4% | -131.1% | -65.9% |
| All | +78.9% | +424.6% | -345.7% | -47.2% |
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 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