+184.4%
ROP vs SPYG
+393.2%
-208.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | +0.7% | +2.3% | -1.6% | -0.8% |
| 30D | +28.8% | -6.5% | +35.2% | +33.5% |
| 3M | +21.1% | -6.8% | +27.9% | +25.6% |
| 6M | +52.5% | -3.1% | +55.7% | +52.8% |
| YTD | +8.9% | +8.0% | +0.9% | +0.5% |
| 1Y | +8.2% | +10.2% | -2.0% | -1.7% |
| 3Y | -5.2% | +91.0% | -96.2% | -44.4% |
| 5Y | +1.7% | +67.7% | -66.0% | -34.9% |
| All | +184.4% | +393.2% | -208.8% | -34.7% |
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