+280.2%
RF vs SPYG
+564.9%
-284.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | -3.6% | -0.4% | -3.2% | -3.2% |
| 3M | +8.1% | +0.5% | +7.5% | +6.5% |
| 6M | +11.5% | +17.5% | -6.0% | -6.3% |
| YTD | +15.6% | +14.3% | +1.2% | -0.4% |
| 1Y | +15.7% | +21.7% | -6.0% | -6.8% |
| 3Y | +86.9% | +98.6% | -11.7% | -10.1% |
| 5Y | +89.8% | +85.1% | +4.7% | -4.7% |
| 10Y | +344.7% | +412.0% | -67.3% | -22.5% |
| All | +280.2% | +564.9% | -284.6% | -66.7% |
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