+337.2%
IR vs SPYG
+335.9%
+1.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +4.3% | +4.2% | 0.0% | +0.6% |
| 30D | +8.1% | -7.4% | +15.5% | +15.3% |
| 3M | +0.7% | -5.3% | +6.0% | +5.2% |
| 6M | +16.6% | -1.2% | +17.8% | +16.9% |
| YTD | +7.8% | +9.0% | -1.2% | -1.2% |
| 1Y | +9.9% | +8.8% | +1.1% | +0.8% |
| 3Y | +25.2% | +92.8% | -67.6% | -31.6% |
| 5Y | +46.8% | +69.3% | -22.5% | -10.5% |
| All | +337.2% | +335.9% | +1.3% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling