+499.9%
P vs SPYG
+434.7%
+65.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.3% |
| 7D | -13.3% | -1.9% | -11.4% | -10.1% |
| 30D | -34.0% | -9.2% | -24.8% | -23.2% |
| 3M | +4.1% | -6.8% | +10.9% | +17.3% |
| 6M | +30.5% | -2.6% | +33.1% | +40.1% |
| YTD | +52.2% | +7.5% | +44.7% | +44.5% |
| 1Y | +10.3% | +6.7% | +3.6% | +6.1% |
| 3Y | +180.9% | +90.1% | +90.8% | +36.1% |
| 5Y | +259.7% | +69.2% | +190.5% | +103.3% |
| 10Y | +652.6% | +391.9% | +260.8% | +21.9% |
| All | +499.9% | +434.7% | +65.2% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling