+50.7%
O vs SPYG
+424.6%
-373.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -2.9% | -0.9% | -2.0% | -2.4% |
| 30D | -4.5% | -1.5% | -3.0% | -3.9% |
| 3M | -2.6% | +3.7% | -6.4% | -4.8% |
| 6M | -5.6% | +16.4% | -22.0% | -13.3% |
| YTD | +9.3% | +13.3% | -4.1% | +1.4% |
| 1Y | +4.3% | +17.9% | -13.6% | -5.4% |
| 3Y | +27.4% | +98.3% | -70.9% | -18.2% |
| 5Y | +17.1% | +86.4% | -69.4% | -23.4% |
| All | +50.7% | +424.6% | -373.8% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling