+291.3%
IR vs SPYG
+357.3%
-66.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | -15.1% | -0.4% | -14.7% | -14.8% |
| 3M | +6.1% | +0.5% | +5.5% | +5.1% |
| 6M | -16.8% | +17.5% | -34.3% | -28.1% |
| YTD | -3.5% | +14.3% | -17.9% | -14.9% |
| 1Y | -3.5% | +21.7% | -25.2% | -19.7% |
| 3Y | +9.5% | +98.6% | -89.1% | -41.5% |
| 5Y | +45.1% | +85.1% | -40.0% | -18.0% |
| All | +291.3% | +357.3% | -66.1% | -0.5% |
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