+562.3%
SE vs SPYG
+310.9%
+251.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.2% |
| 7D | -4.8% | -1.8% | -3.0% | -2.3% |
| 30D | -18.1% | -1.9% | -16.2% | -15.9% |
| 3M | +30.6% | +5.2% | +25.5% | +20.8% |
| 6M | +20.8% | +15.6% | +5.2% | -2.3% |
| YTD | -15.6% | +12.4% | -28.0% | -29.1% |
| 1Y | -44.2% | +17.5% | -61.7% | -56.0% |
| 3Y | +181.5% | +98.1% | +83.5% | +2.6% |
| 5Y | -66.9% | +84.9% | -151.8% | -85.4% |
| All | +562.3% | +310.9% | +251.4% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling