+355.6%
RMD vs SPYG
+393.2%
-37.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.9% |
| 7D | +2.1% | +2.3% | -0.3% | +0.4% |
| 30D | +2.1% | -6.5% | +8.5% | +6.8% |
| 3M | +6.2% | -6.8% | +13.1% | +11.3% |
| 6M | +19.4% | -3.1% | +22.5% | +20.5% |
| YTD | +0.5% | +8.0% | -7.5% | -7.0% |
| 1Y | -3.9% | +10.2% | -14.2% | -12.6% |
| 3Y | +72.5% | +91.0% | -18.4% | -2.3% |
| 5Y | -1.5% | +67.7% | -69.3% | -38.3% |
| All | +355.6% | +393.2% | -37.6% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling