+44.9%
IR vs SPYG
+67.3%
-22.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | +2.5% | +2.3% | +0.2% | +0.6% |
| 30D | +9.2% | -6.5% | +15.6% | +15.1% |
| 3M | +0.9% | -6.8% | +7.8% | +6.7% |
| 6M | +19.2% | -3.1% | +22.4% | +21.6% |
| YTD | +7.5% | +8.0% | -0.5% | -0.5% |
| 1Y | +11.7% | +10.2% | +1.5% | +1.6% |
| 3Y | +23.9% | +91.0% | -67.1% | -30.5% |
| All | +44.9% | +67.3% | -22.4% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling