+397.5%
SPYG vs ARWR
+1,024.2%
-626.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +2.3% | -17.8% | +20.2% | +4.3% |
| 30D | -6.5% | -18.1% | +11.7% | -4.6% |
| 3M | -6.8% | -44.2% | +37.3% | -1.3% |
| 6M | -3.1% | -38.6% | +35.5% | +1.2% |
| YTD | +8.0% | -28.0% | +36.0% | +10.4% |
| 1Y | +10.2% | +16.1% | -5.9% | +6.3% |
| 3Y | +91.0% | +84.0% | +7.0% | +66.6% |
| 5Y | +67.7% | -35.4% | +103.1% | +57.3% |
| All | +397.5% | +1,024.2% | -626.7% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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