+155.4%
P vs SPYG
+103.0%
+52.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | +6.5% | +0.4% | +6.2% | +5.9% |
| 30D | +18.8% | -0.4% | +19.3% | +19.5% |
| 3M | +26.7% | +0.5% | +26.2% | +26.7% |
| 6M | +62.2% | +17.5% | +44.7% | +24.4% |
| YTD | +48.5% | +14.3% | +34.2% | +20.7% |
| 1Y | +26.4% | +21.7% | +4.7% | -6.7% |
| All | +155.4% | +103.0% | +52.5% | -6.7% |
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