+652.6%
P vs SPYG
+385.4%
+267.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.3% |
| 7D | -13.3% | -1.9% | -11.4% | -10.0% |
| 30D | -34.0% | -9.2% | -24.8% | -23.0% |
| 3M | +4.1% | -6.8% | +10.9% | +17.5% |
| 6M | +30.5% | -2.6% | +33.1% | +40.2% |
| YTD | +52.2% | +7.5% | +44.7% | +44.3% |
| 1Y | +10.3% | +6.7% | +3.6% | +6.0% |
| 3Y | +180.9% | +90.1% | +90.8% | +34.3% |
| 5Y | +259.7% | +69.2% | +190.5% | +101.3% |
| 10Y | +652.6% | +391.9% | +260.8% | -1.3% |
| All | +652.6% | +385.4% | +267.2% | -1.3% |
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 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