-40.9%
SE vs SPYG
+22.6%
-63.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -6.1% | +0.4% | -6.5% | -6.4% |
| 30D | -2.5% | -0.4% | -2.0% | -2.1% |
| 3M | +21.7% | +0.5% | +21.2% | +21.4% |
| 6M | +27.0% | +17.5% | +9.5% | +5.5% |
| YTD | -12.1% | +14.3% | -26.5% | -24.5% |
| 1Y | -40.9% | +21.7% | -62.6% | -52.5% |
| All | -40.9% | +22.6% | -63.5% | -52.5% |
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