+309.7%
SN vs SPYG
+96.0%
+213.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -2.9% |
| 7D | -3.4% | +0.3% | -3.7% | -3.8% |
| 30D | -9.1% | -1.7% | -7.4% | -7.2% |
| 3M | +31.8% | +3.6% | +28.1% | +25.9% |
| 6M | +52.0% | +16.6% | +35.4% | +26.2% |
| YTD | +51.3% | +13.4% | +37.9% | +29.6% |
| 1Y | +46.9% | +19.6% | +27.3% | +17.4% |
| 3Y | +394.9% | +99.8% | +295.2% | +143.9% |
| All | +309.7% | +96.0% | +213.7% | +102.3% |
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 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