+1,435.1%
SO vs SPYG
+528.0%
+907.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +1.4% | +2.3% | -1.0% | +0.7% |
| 30D | +4.7% | -6.5% | +11.2% | +6.5% |
| 3M | +1.7% | -6.8% | +8.5% | +3.5% |
| 6M | +2.2% | -3.1% | +5.3% | +2.5% |
| YTD | +10.0% | +8.0% | +2.0% | +6.5% |
| 1Y | +6.0% | +10.2% | -4.2% | +2.0% |
| 3Y | +54.1% | +91.0% | -36.9% | +21.9% |
| 5Y | +79.6% | +67.7% | +11.9% | +46.1% |
| 10Y | +195.5% | +393.9% | -198.4% | +70.4% |
| All | +1,435.1% | +528.0% | +907.1% | +557.9% |
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 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