+274.5%
IR vs SPYG
+349.6%
-75.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | +0.1% |
| 7D | -3.1% | -1.8% | -1.2% | -1.5% |
| 30D | -14.0% | -1.9% | -12.1% | -12.6% |
| 3M | +3.7% | +5.2% | -1.4% | -1.1% |
| 6M | -15.4% | +15.6% | -30.9% | -25.9% |
| YTD | -7.7% | +12.4% | -20.1% | -17.3% |
| 1Y | -8.8% | +17.5% | -26.3% | -21.7% |
| 3Y | +5.6% | +98.1% | -92.5% | -43.4% |
| 5Y | +34.3% | +84.9% | -50.6% | -24.1% |
| All | +274.5% | +349.6% | -75.1% | -3.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling