-53.2%
S vs SPYG
+101.1%
-154.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | -7.7% | +0.4% | -8.1% | -8.2% |
| 30D | -5.3% | -0.4% | -4.9% | -4.5% |
| 3M | +20.3% | +0.5% | +19.7% | +18.7% |
| 6M | +47.4% | +17.5% | +29.9% | +13.2% |
| YTD | +32.5% | +14.3% | +18.2% | +6.2% |
| 1Y | +9.5% | +21.7% | -12.2% | -21.3% |
| 3Y | +15.5% | +98.6% | -83.1% | -65.4% |
| 5Y | -71.2% | +85.1% | -156.3% | -88.3% |
| All | -53.2% | +101.1% | -154.3% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling