+63.7%
SE vs SPYG
+91.6%
-27.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +2.0% |
| 7D | -0.5% | +2.3% | -2.8% | -2.9% |
| 30D | -20.9% | -6.5% | -14.5% | -15.6% |
| 3M | -38.9% | -6.8% | -32.0% | -34.5% |
| 6M | -19.4% | -3.1% | -16.3% | -17.4% |
| YTD | -40.9% | +8.0% | -48.9% | -46.2% |
| 1Y | -46.2% | +10.2% | -56.4% | -52.0% |
| 3Y | +63.7% | +91.0% | -27.3% | +28.2% |
| All | +63.7% | +91.6% | -27.9% | +28.2% |
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 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