+1,345.8%
IT vs SPYG
+561.6%
+784.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.0% |
| 7D | -9.1% | +1.2% | -10.3% | -10.0% |
| 30D | -7.0% | -1.6% | -5.5% | -5.8% |
| 3M | +7.6% | +3.4% | +4.3% | +3.4% |
| 6M | +2.1% | +18.9% | -16.8% | -13.7% |
| YTD | -31.6% | +13.8% | -45.4% | -39.7% |
| 1Y | -29.9% | +20.6% | -50.5% | -41.5% |
| 3Y | -51.3% | +100.5% | -151.8% | -74.0% |
| 5Y | -44.8% | +84.6% | -129.4% | -68.4% |
| 10Y | +91.4% | +410.8% | -319.4% | -54.3% |
| All | +1,345.8% | +561.6% | +784.1% | +88.3% |
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