+289.1%
SN vs SPYG
+95.9%
+193.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.0% |
| 7D | -7.3% | -0.9% | -6.4% | -6.3% |
| 30D | -13.6% | -1.5% | -12.1% | -12.0% |
| 3M | +18.6% | +3.7% | +14.9% | +13.2% |
| 6M | +46.0% | +16.4% | +29.5% | +21.4% |
| YTD | +43.7% | +13.3% | +30.4% | +23.2% |
| 1Y | +39.2% | +17.9% | +21.3% | +13.3% |
| 3Y | +306.5% | +98.3% | +208.1% | +101.6% |
| All | +289.1% | +95.9% | +193.2% | +92.3% |
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