+449.1%
SN vs SPYG
+88.9%
+360.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.6% |
| 7D | +3.5% | -1.5% | +5.0% | +4.9% |
| 30D | +19.4% | -7.2% | +26.6% | +28.8% |
| 3M | +20.9% | -4.6% | +25.6% | +26.3% |
| 6M | +111.1% | -1.2% | +112.3% | +110.7% |
| YTD | +102.8% | +9.3% | +93.5% | +79.2% |
| 1Y | +146.2% | +8.8% | +137.3% | +118.4% |
| 3Y | +441.4% | +93.3% | +348.1% | +176.8% |
| All | +449.1% | +88.9% | +360.2% | +179.7% |
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