+16.0%
O vs SPYG
+85.2%
-69.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -4.5% | -1.5% | -3.0% | -4.2% |
| 3M | -2.6% | +3.7% | -6.4% | -3.6% |
| 6M | -5.6% | +16.4% | -22.0% | -9.2% |
| YTD | +9.3% | +13.3% | -4.1% | +5.7% |
| 1Y | +4.3% | +17.9% | -13.6% | -0.3% |
| 3Y | +27.4% | +98.3% | -70.9% | +0.2% |
| All | +16.0% | +85.2% | -69.2% | -8.4% |
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 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