+129.7%
ROP vs SPYG
+420.3%
-290.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.1% |
| 7D | -8.0% | -1.8% | -6.2% | -6.9% |
| 30D | -2.7% | -1.9% | -0.8% | -1.5% |
| 3M | +16.6% | +5.2% | +11.4% | +11.8% |
| 6M | +10.4% | +15.6% | -5.2% | -1.6% |
| YTD | -12.1% | +12.4% | -24.5% | -20.2% |
| 1Y | -23.6% | +17.5% | -41.1% | -33.2% |
| 3Y | -19.3% | +98.1% | -117.4% | -53.4% |
| 5Y | -15.4% | +84.9% | -100.3% | -49.4% |
| All | +129.7% | +420.3% | -290.6% | -47.9% |
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