+1,345.2%
SO vs SPYG
+564.9%
+780.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.2% | +0.4% | -0.5% | -0.3% |
| 30D | -4.6% | -0.4% | -4.1% | -4.5% |
| 3M | -3.0% | +0.5% | -3.6% | -3.5% |
| 6M | -8.3% | +17.5% | -25.7% | -13.0% |
| YTD | +3.5% | +14.3% | -10.8% | -1.1% |
| 1Y | -0.9% | +21.7% | -22.6% | -7.4% |
| 3Y | +45.4% | +98.6% | -53.3% | +14.0% |
| 5Y | +59.6% | +85.1% | -25.5% | +26.2% |
| 10Y | +156.6% | +412.0% | -255.4% | +46.8% |
| All | +1,345.2% | +564.9% | +780.3% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling