+115.3%
SPOT vs SPYG
+85.2%
+30.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | -0.1% |
| 7D | -3.1% | -0.9% | -2.2% | -2.1% |
| 30D | +7.4% | -1.5% | +8.9% | +9.0% |
| 3M | +8.2% | +3.7% | +4.4% | +2.4% |
| 6M | +2.2% | +16.4% | -14.2% | -16.6% |
| YTD | -9.5% | +13.3% | -22.8% | -23.9% |
| 1Y | -23.8% | +17.9% | -41.7% | -39.4% |
| 3Y | +233.5% | +98.3% | +135.1% | +27.4% |
| All | +115.3% | +85.2% | +30.1% | -6.7% |
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