+91.1%
NDAQ vs SPYG
+98.4%
-7.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -1.5% | -1.7% | +0.2% | -0.6% |
| 3M | +8.0% | +3.6% | +4.4% | +5.7% |
| 6M | +7.7% | +16.6% | -8.9% | -1.7% |
| YTD | -2.3% | +13.4% | -15.7% | -9.3% |
| 1Y | +0.6% | +19.6% | -19.0% | -9.7% |
| All | +91.1% | +98.4% | -7.3% | +25.9% |
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