-66.3%
SE vs SPYG
+83.9%
-150.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.5% |
| 7D | -3.6% | +0.3% | -4.0% | -4.1% |
| 30D | -5.3% | -1.7% | -3.6% | -3.0% |
| 3M | +28.1% | +3.6% | +24.4% | +20.1% |
| 6M | +20.7% | +16.6% | +4.1% | -6.0% |
| YTD | -14.8% | +13.4% | -28.2% | -30.7% |
| 1Y | -43.6% | +19.6% | -63.2% | -57.9% |
| 3Y | +184.2% | +99.8% | +84.4% | -16.5% |
| 5Y | -66.3% | +85.0% | -151.3% | -87.4% |
| All | -66.3% | +83.9% | -150.2% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling