+632.8%
LYB vs SPYG
+1,020.9%
-388.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.7% |
| 7D | +0.3% | -0.9% | +1.2% | +1.1% |
| 30D | +2.5% | -1.5% | +4.0% | +3.7% |
| 3M | +1.4% | +3.7% | -2.4% | -3.2% |
| 6M | -3.5% | +16.4% | -19.9% | -19.4% |
| YTD | +52.0% | +13.3% | +38.7% | +29.9% |
| 1Y | +22.1% | +17.9% | +4.2% | -0.1% |
| 3Y | -22.8% | +98.3% | -121.1% | -64.6% |
| 5Y | -3.4% | +86.4% | -89.8% | -55.0% |
| 10Y | +47.4% | +421.9% | -374.6% | -82.9% |
| All | +632.8% | +1,020.9% | -388.0% | -69.8% |
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