+153.1%
SO vs SPYG
+424.6%
-271.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -5.0% | -1.5% | -3.5% | -4.6% |
| 3M | -5.8% | +3.7% | -9.5% | -7.1% |
| 6M | -7.9% | +16.4% | -24.4% | -13.1% |
| YTD | +2.4% | +13.3% | -10.9% | -2.6% |
| 1Y | -2.3% | +17.9% | -20.1% | -8.6% |
| 3Y | +41.9% | +98.3% | -56.5% | +3.2% |
| 5Y | +58.1% | +86.4% | -28.4% | +15.8% |
| All | +153.1% | +424.6% | -271.5% | +6.9% |
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