-51.3%
IT vs SPYG
+96.8%
-148.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.0% |
| 7D | -12.7% | -1.8% | -10.9% | -11.8% |
| 30D | -8.9% | -1.9% | -7.0% | -7.9% |
| 3M | +10.1% | +5.2% | +5.0% | +6.3% |
| 6M | +7.3% | +15.6% | -8.3% | -3.3% |
| YTD | -32.4% | +12.4% | -44.8% | -37.6% |
| 1Y | -26.6% | +17.5% | -44.1% | -34.5% |
| All | -51.3% | +96.8% | -148.1% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling