+158.9%
SN vs SPYG
+10.8%
+148.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.9% | +3.1% |
| 7D | +10.6% | -2.8% | +13.4% | +13.0% |
| 30D | +20.0% | -6.2% | +26.2% | +26.3% |
| 3M | +30.4% | -3.6% | +33.9% | +34.0% |
| 6M | +91.0% | +4.8% | +86.2% | +79.6% |
| YTD | +95.9% | +11.0% | +85.0% | +67.2% |
| 1Y | +158.9% | +11.2% | +147.7% | +121.0% |
| All | +158.9% | +10.8% | +148.0% | +121.0% |
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