+184.3%
SE vs SPYG
+98.4%
+85.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -3.6% | +0.3% | -4.0% | -4.0% |
| 30D | -5.3% | -1.7% | -3.6% | -3.7% |
| 3M | +28.1% | +3.6% | +24.4% | +22.7% |
| 6M | +20.7% | +16.6% | +4.1% | +1.4% |
| YTD | -14.8% | +13.4% | -28.2% | -26.1% |
| 1Y | -43.6% | +19.6% | -63.2% | -53.8% |
| All | +184.3% | +98.4% | +85.8% | +35.9% |
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