+2,053.4%
O vs SPYG
+528.0%
+1,525.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -0.4% | +2.3% | -2.7% | -1.8% |
| 30D | +7.1% | -6.5% | +13.6% | +11.0% |
| 3M | -5.2% | -6.8% | +1.6% | -1.7% |
| 6M | -1.8% | -3.1% | +1.4% | -1.3% |
| YTD | +9.1% | +8.0% | +1.1% | +1.8% |
| 1Y | +9.7% | +10.2% | -0.5% | +0.9% |
| 3Y | +39.1% | +91.0% | -51.9% | -14.1% |
| 5Y | +8.4% | +67.7% | -59.4% | -29.0% |
| 10Y | +80.2% | +393.9% | -313.7% | -44.5% |
| All | +2,053.4% | +528.0% | +1,525.4% | +267.2% |
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