+34.5%
S vs SPYG
+8.5%
+26.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | +2.0% | +2.3% | -0.4% | -0.1% |
| 30D | -2.7% | -6.5% | +3.7% | +3.3% |
| 3M | -6.9% | -6.8% | 0.0% | -0.7% |
| 6M | +38.1% | -3.1% | +41.2% | +43.4% |
| YTD | +48.0% | +8.0% | +40.0% | +42.7% |
| 1Y | +34.5% | +10.2% | +24.2% | +28.6% |
| All | +34.5% | +8.5% | +26.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling