+100.0%
IT vs SPYG
+424.6%
-324.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.4% | +4.6% |
| 7D | -3.7% | -0.9% | -2.8% | -2.9% |
| 30D | +0.1% | -1.5% | +1.6% | +1.3% |
| 3M | +20.7% | +3.7% | +16.9% | +16.0% |
| 6M | +12.0% | +16.4% | -4.5% | -3.3% |
| YTD | -28.8% | +13.3% | -42.1% | -36.9% |
| 1Y | -25.5% | +17.9% | -43.4% | -36.4% |
| 3Y | -48.8% | +98.3% | -147.1% | -72.7% |
| 5Y | -42.7% | +86.4% | -129.2% | -67.8% |
| All | +100.0% | +424.6% | -324.6% | -54.9% |
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