+90.1%
SPYG vs ARWR
+81.3%
+8.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.9% | -17.7% | +15.7% | -0.2% |
| 30D | -9.2% | -21.9% | +12.8% | -7.0% |
| 3M | -6.8% | -44.5% | +37.7% | -1.5% |
| 6M | -2.6% | -32.6% | +30.0% | +0.5% |
| YTD | +7.5% | -26.2% | +33.7% | +9.4% |
| 1Y | +6.7% | +23.0% | -16.3% | +2.3% |
| 3Y | +90.1% | +81.8% | +8.3% | +63.2% |
| All | +90.1% | +81.3% | +8.8% | +63.2% |
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