+696.9%
P vs SPYG
+412.5%
+284.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.5% |
| 7D | +5.0% | +0.3% | +4.7% | +4.6% |
| 30D | -0.9% | -1.7% | +0.7% | +1.3% |
| 3M | +38.7% | +3.6% | +35.0% | +33.0% |
| 6M | +54.4% | +16.6% | +37.8% | +26.2% |
| YTD | +44.8% | +13.4% | +31.5% | +24.4% |
| 1Y | +22.5% | +19.6% | +2.9% | -1.4% |
| 3Y | +148.2% | +99.8% | +48.5% | +8.2% |
| 5Y | +268.9% | +85.0% | +184.0% | +78.1% |
| 10Y | +696.9% | +422.1% | +274.8% | +1.9% |
| All | +696.9% | +412.5% | +284.4% | +1.9% |
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