+2,120.7%
O vs SPYG
+564.9%
+1,555.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -1.0% |
| 30D | -1.9% | -0.4% | -1.4% | -1.7% |
| 3M | +3.8% | +0.5% | +3.3% | +2.7% |
| 6M | -4.7% | +17.5% | -22.2% | -14.8% |
| YTD | +12.5% | +14.3% | -1.9% | +2.0% |
| 1Y | +10.8% | +21.7% | -10.9% | -3.7% |
| 3Y | +28.8% | +98.6% | -69.8% | -21.8% |
| 5Y | +13.2% | +85.1% | -71.9% | -30.1% |
| 10Y | +53.5% | +412.0% | -358.6% | -53.4% |
| All | +2,120.7% | +564.9% | +1,555.9% | +267.8% |
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