+2,445.6%
MAR vs SPYG
+559.2%
+1,886.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -4.7% | -1.7% | -3.0% | -3.3% |
| 3M | -15.6% | +3.6% | -19.2% | -19.0% |
| 6M | +1.2% | +16.6% | -15.4% | -13.0% |
| YTD | +7.5% | +13.4% | -5.9% | -5.4% |
| 1Y | +26.6% | +19.6% | +7.0% | +5.5% |
| 3Y | +66.0% | +99.8% | -33.8% | -14.8% |
| 5Y | +154.1% | +85.0% | +69.1% | +38.6% |
| 10Y | +441.9% | +422.1% | +19.8% | +11.0% |
| All | +2,445.6% | +559.2% | +1,886.4% | +174.4% |
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