+261.6%
RF vs SPYG
+530.1%
-268.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | -0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.4% |
| 30D | +7.0% | -8.4% | +15.4% | +15.9% |
| 3M | -7.0% | -6.2% | -0.8% | -1.8% |
| 6M | +6.8% | -1.8% | +8.5% | +6.7% |
| YTD | +9.9% | +8.4% | +1.5% | -1.0% |
| 1Y | +21.1% | +10.1% | +11.1% | +7.2% |
| 3Y | +119.6% | +94.9% | +24.7% | +6.5% |
| 5Y | +46.2% | +68.5% | -22.3% | -19.7% |
| 10Y | +261.5% | +392.2% | -130.7% | -35.1% |
| All | +261.6% | +530.1% | -268.5% | -66.9% |
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 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