+31.1%
P vs SPYG
+9.4%
+21.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.9% |
| 7D | +17.8% | +4.2% | +13.6% | +8.4% |
| 30D | -29.9% | -7.4% | -22.5% | -16.6% |
| 3M | -1.2% | -5.3% | +4.1% | +13.1% |
| 6M | +32.1% | -1.2% | +33.3% | +40.9% |
| YTD | +64.3% | +9.0% | +55.3% | +53.2% |
| All | +31.1% | +9.4% | +21.7% | +17.4% |
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