+1,449.6%
NET vs SPYG
+227.7%
+1,221.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -7.0% | +0.4% | -7.3% | -7.4% |
| 30D | -4.8% | -0.4% | -4.3% | -3.7% |
| 3M | +3.8% | +0.5% | +3.3% | +3.1% |
| 6M | +50.0% | +17.5% | +32.6% | +16.6% |
| YTD | +41.5% | +14.3% | +27.1% | +14.9% |
| 1Y | +32.8% | +21.7% | +11.1% | -1.4% |
| 3Y | +335.9% | +98.6% | +237.3% | +55.8% |
| 5Y | +113.8% | +85.1% | +28.7% | -7.4% |
| All | +1,449.6% | +227.7% | +1,221.9% | +322.4% |
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