-70.6%
S vs SPYG
+83.9%
-154.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.6% |
| 7D | -1.2% | +0.3% | -1.5% | -1.7% |
| 30D | -12.6% | -1.7% | -10.9% | -10.1% |
| 3M | +27.6% | +3.6% | +23.9% | +20.2% |
| 6M | +35.5% | +16.6% | +18.9% | +5.5% |
| YTD | +29.6% | +13.4% | +16.2% | +5.3% |
| 1Y | +8.1% | +19.6% | -11.5% | -20.0% |
| 3Y | +14.8% | +99.8% | -85.0% | -66.0% |
| 5Y | -70.6% | +85.0% | -155.5% | -88.2% |
| All | -70.6% | +83.9% | -154.5% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling