+176.6%
P vs SPYG
+90.1%
+86.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +1.9% |
| 7D | -23.8% | -3.6% | -20.2% | -17.6% |
| 30D | -36.6% | -11.2% | -25.5% | -20.3% |
| 3M | +10.9% | -8.1% | +18.9% | +31.7% |
| 6M | +30.0% | -3.3% | +33.3% | +43.4% |
| YTD | +44.4% | +5.5% | +38.8% | +38.6% |
| 1Y | +3.9% | +7.0% | -3.0% | -2.1% |
| 3Y | +176.6% | +89.5% | +87.1% | +10.7% |
| All | +176.6% | +90.1% | +86.5% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling