+153.1%
MAR vs SPYG
+82.6%
+70.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -2.1% | -1.8% | -0.3% | -0.7% |
| 30D | -5.7% | -1.9% | -3.7% | -4.3% |
| 3M | -14.6% | +5.2% | -19.8% | -18.4% |
| 6M | +1.3% | +15.6% | -14.2% | -10.4% |
| YTD | +6.7% | +12.4% | -5.7% | -3.7% |
| 1Y | +26.4% | +17.5% | +9.0% | +9.5% |
| 3Y | +64.7% | +98.1% | -33.3% | -8.5% |
| 5Y | +153.1% | +84.9% | +68.1% | +48.6% |
| All | +153.1% | +82.6% | +70.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling