+24.5%
Q vs SPYG
+7.4%
+17.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -1.9% |
| 7D | +1.2% | +2.3% | -1.2% | -2.7% |
| 30D | -2.7% | -6.5% | +3.8% | +10.3% |
| 3M | -16.9% | -6.8% | -10.1% | -5.2% |
| 6M | -26.9% | -3.1% | -23.7% | -21.2% |
| YTD | +45.2% | +8.0% | +37.2% | +28.9% |
| 1Y | +38.1% | +10.2% | +27.9% | +20.3% |
| All | +24.5% | +7.4% | +17.1% | +11.7% |
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 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