+100.5%
SPYG vs ARWR
+181.4%
-80.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.2% | +2.9% | -1.7% | +0.9% |
| 30D | -1.6% | -2.9% | +1.3% | -1.3% |
| 3M | +3.4% | +15.2% | -11.9% | +1.5% |
| 6M | +18.9% | +42.3% | -23.4% | +14.0% |
| YTD | +13.8% | +28.2% | -14.4% | +10.0% |
| 1Y | +20.6% | +213.2% | -192.7% | +5.2% |
| 3Y | +100.5% | +184.6% | -84.1% | +62.8% |
| All | +100.5% | +181.4% | -80.8% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling