+46.9%
SN vs SPYG
+20.0%
+26.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.7% |
| 30D | -9.1% | -1.7% | -7.4% | -7.7% |
| 3M | +31.8% | +3.6% | +28.1% | +27.3% |
| 6M | +52.0% | +16.6% | +35.4% | +27.3% |
| YTD | +51.3% | +13.4% | +37.9% | +28.9% |
| 1Y | +46.9% | +19.6% | +27.3% | +22.2% |
| All | +46.9% | +20.0% | +26.9% | +22.2% |
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 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