+277.0%
IR vs SPYG
+353.4%
-76.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.7% |
| 7D | -1.9% | +0.3% | -2.2% | -2.2% |
| 30D | -15.0% | -1.7% | -13.4% | -13.8% |
| 3M | -0.4% | +3.6% | -4.1% | -3.7% |
| 6M | -15.0% | +16.6% | -31.6% | -26.1% |
| YTD | -7.1% | +13.4% | -20.4% | -17.4% |
| 1Y | -7.5% | +19.6% | -27.1% | -21.9% |
| 3Y | +6.3% | +99.8% | -93.5% | -43.5% |
| 5Y | +37.3% | +85.0% | -47.6% | -22.4% |
| All | +277.0% | +353.4% | -76.4% | -3.4% |
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