-84.2%
OPEN vs SPYG
+83.9%
-168.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.6% |
| 30D | -13.8% | -1.7% | -12.1% | -10.5% |
| 3M | -30.9% | +3.6% | -34.5% | -35.7% |
| 6M | -40.9% | +16.6% | -57.5% | -57.2% |
| YTD | -48.5% | +13.4% | -61.9% | -60.4% |
| 1Y | -50.9% | +19.6% | -70.5% | -65.5% |
| 3Y | -20.6% | +99.8% | -120.4% | -83.8% |
| 5Y | -84.2% | +85.0% | -169.1% | -95.3% |
| All | -84.2% | +83.9% | -168.1% | -95.3% |
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