-20.6%
INFY vs SPYG
+15.6%
-36.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.3% |
| 7D | -9.8% | -1.8% | -7.9% | -10.0% |
| 30D | -13.4% | -1.9% | -11.5% | -13.7% |
| 3M | -7.2% | +5.2% | -12.4% | -7.4% |
| 6M | -20.6% | +15.6% | -36.2% | -24.0% |
| All | -20.6% | +15.6% | -36.2% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling