+3,503.7%
RMD vs SPYG
+564.9%
+2,938.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.2% |
| 30D | +2.2% | -0.4% | +2.7% | +2.4% |
| 3M | +17.8% | +0.5% | +17.3% | +16.7% |
| 6M | -11.3% | +17.5% | -28.8% | -20.9% |
| YTD | -4.4% | +14.3% | -18.8% | -13.3% |
| 1Y | -15.7% | +21.7% | -37.4% | -26.9% |
| 3Y | +47.7% | +98.6% | -50.9% | -8.6% |
| 5Y | -19.2% | +85.1% | -104.3% | -48.2% |
| 10Y | +280.4% | +412.0% | -131.6% | +29.4% |
| All | +3,503.7% | +564.9% | +2,938.8% | +736.4% |
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 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