+410.2%
SPYG vs ARWR
+1,080.6%
-670.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.8% | -4.3% | +2.5% | -1.4% |
| 30D | -1.9% | -7.3% | +5.3% | -1.2% |
| 3M | +5.2% | +17.0% | -11.9% | +3.0% |
| 6M | +15.6% | +39.8% | -24.2% | +10.8% |
| YTD | +12.4% | +24.7% | -12.2% | +8.9% |
| 1Y | +17.5% | +186.5% | -169.0% | +3.3% |
| 3Y | +98.1% | +176.8% | -78.7% | +66.5% |
| 5Y | +84.9% | +29.3% | +55.6% | +62.3% |
| All | +410.2% | +1,080.6% | -670.4% | +271.4% |
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