-52.2%
OPEN vs SPYG
+17.3%
-69.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.8% | -5.0% |
| 7D | -10.5% | -1.8% | -8.7% | -7.1% |
| 30D | -21.8% | -1.9% | -19.9% | -18.4% |
| 3M | -37.5% | +5.2% | -42.7% | -42.8% |
| 6M | -44.1% | +15.6% | -59.7% | -57.7% |
| YTD | -52.0% | +12.4% | -64.4% | -61.1% |
| 1Y | -52.2% | +17.5% | -69.7% | -61.4% |
| All | -52.2% | +17.3% | -69.5% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling