+14.7%
S vs SPYG
+100.8%
-86.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -5.8% | +1.2% | -7.0% | -7.1% |
| 30D | -9.2% | -1.6% | -7.7% | -7.4% |
| 3M | +23.4% | +3.4% | +20.0% | +18.7% |
| 6M | +36.9% | +18.9% | +18.0% | +11.2% |
| YTD | +29.5% | +13.8% | +15.7% | +11.0% |
| 1Y | +5.4% | +20.6% | -15.2% | -16.3% |
| 3Y | +14.7% | +100.5% | -85.8% | -53.6% |
| All | +14.7% | +100.8% | -86.1% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling