+291.1%
P vs SPYG
+84.3%
+206.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.3% |
| 7D | +7.8% | +1.2% | +6.7% | +6.2% |
| 30D | +12.3% | -1.6% | +13.9% | +14.5% |
| 3M | +37.1% | +3.4% | +33.7% | +32.1% |
| 6M | +66.1% | +18.9% | +47.2% | +32.6% |
| YTD | +50.9% | +13.8% | +37.1% | +29.2% |
| 1Y | +27.2% | +20.6% | +6.6% | +1.7% |
| 3Y | +158.7% | +100.5% | +58.2% | +20.6% |
| 5Y | +291.1% | +84.6% | +206.5% | +107.9% |
| All | +291.1% | +84.3% | +206.8% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling