+271.5%
RMD vs SPYG
+424.6%
-153.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | -4.4% | -0.9% | -3.5% | -3.8% |
| 30D | -3.1% | -1.5% | -1.6% | -2.1% |
| 3M | +13.8% | +3.7% | +10.0% | +10.1% |
| 6M | -8.6% | +16.4% | -25.0% | -19.4% |
| YTD | -8.6% | +13.3% | -22.0% | -18.0% |
| 1Y | -19.7% | +17.9% | -37.5% | -30.4% |
| 3Y | +48.4% | +98.3% | -50.0% | -17.9% |
| 5Y | -22.7% | +86.4% | -109.2% | -55.6% |
| All | +271.5% | +424.6% | -153.1% | -22.9% |
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