+32.6%
NET vs SPYG
+73.3%
-40.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -4.9% |
| 7D | -16.4% | -2.8% | -13.6% | -11.6% |
| 30D | -25.8% | -6.2% | -19.7% | -16.1% |
| 3M | -11.5% | -3.6% | -7.9% | -4.5% |
| 6M | +18.9% | +4.8% | +14.2% | +8.3% |
| YTD | +35.2% | +11.0% | +24.2% | +9.4% |
| 1Y | +14.5% | +11.2% | +3.2% | -7.8% |
| 3Y | +313.8% | +100.2% | +213.6% | -8.2% |
| 5Y | +32.6% | +71.7% | -39.1% | -51.3% |
| All | +32.6% | +73.3% | -40.7% | -51.3% |
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 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