+18.0%
Q vs SPYG
+10.8%
+7.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -2.4% |
| 7D | -3.3% | -2.8% | -0.5% | +1.9% |
| 30D | -9.7% | -6.2% | -3.5% | +2.0% |
| 3M | -16.1% | -3.6% | -12.5% | -9.8% |
| 6M | -15.7% | +4.8% | -20.5% | -21.4% |
| YTD | +45.7% | +11.0% | +34.8% | +22.2% |
| 1Y | +18.0% | +11.2% | +6.8% | -1.0% |
| All | +18.0% | +10.8% | +7.2% | -1.0% |
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