+634.6%
P vs SPYG
+393.2%
+241.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.6% |
| 7D | +11.6% | +2.3% | +9.3% | +8.2% |
| 30D | -23.7% | -6.5% | -17.2% | -14.7% |
| 3M | -8.0% | -6.8% | -1.1% | +4.0% |
| 6M | +27.9% | -3.1% | +31.0% | +38.5% |
| YTD | +61.2% | +8.0% | +53.1% | +51.8% |
| 1Y | +28.6% | +10.2% | +18.4% | +18.2% |
| 3Y | +200.5% | +91.0% | +109.5% | +42.7% |
| 5Y | +282.9% | +67.7% | +215.2% | +117.0% |
| All | +634.6% | +393.2% | +241.4% | -13.8% |
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