+78.7%
SO vs SPYG
+71.0%
+7.7%
-23.3%
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% | +0.1% |
| 7D | +0.8% | -1.5% | +2.3% | +0.9% |
| 30D | +7.8% | -7.2% | +15.0% | +8.3% |
| 3M | +2.9% | -4.6% | +7.6% | +3.2% |
| 6M | +2.5% | -1.2% | +3.7% | +2.4% |
| YTD | +10.3% | +9.3% | +1.0% | +8.9% |
| 1Y | +6.4% | +8.8% | -2.5% | +5.1% |
| 3Y | +52.8% | +93.3% | -40.5% | +32.2% |
| 5Y | +78.7% | +71.7% | +7.0% | +49.5% |
| All | +78.7% | +71.0% | +7.7% | +49.5% |
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