-74.2%
OPEN vs SPYG
+184.2%
-258.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -2.0% |
| 7D | -11.4% | -0.9% | -10.5% | -9.7% |
| 30D | -20.1% | -1.5% | -18.5% | -17.3% |
| 3M | -37.6% | +3.7% | -41.3% | -41.5% |
| 6M | -47.1% | +16.4% | -63.5% | -60.9% |
| YTD | -52.1% | +13.3% | -65.5% | -62.7% |
| 1Y | -73.5% | +17.9% | -91.3% | -80.5% |
| 3Y | -24.4% | +98.3% | -122.7% | -82.2% |
| 5Y | -85.1% | +86.4% | -171.5% | -95.4% |
| All | -74.2% | +184.2% | -258.4% | -94.9% |
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