-22.1%
RMD vs SPYG
+83.9%
-106.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -4.7% | +0.3% | -5.1% | -4.9% |
| 30D | +0.2% | -1.7% | +1.9% | +1.2% |
| 3M | +12.0% | +3.6% | +8.4% | +9.3% |
| 6M | -12.5% | +16.6% | -29.1% | -20.8% |
| YTD | -7.9% | +13.4% | -21.3% | -15.4% |
| 1Y | -20.4% | +19.6% | -40.0% | -29.5% |
| 3Y | +53.1% | +99.8% | -46.6% | -5.7% |
| 5Y | -22.1% | +85.0% | -107.1% | -50.4% |
| All | -22.1% | +83.9% | -106.0% | -50.4% |
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