+69.2%
SPYG vs ARWR
-39.6%
+108.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.9% | -17.7% | +15.7% | +0.5% |
| 30D | -9.2% | -21.9% | +12.8% | -6.2% |
| 3M | -6.8% | -44.5% | +37.7% | +0.6% |
| 6M | -2.6% | -32.6% | +30.0% | +1.7% |
| YTD | +7.5% | -26.2% | +33.7% | +10.0% |
| 1Y | +6.7% | +23.0% | -16.3% | +0.3% |
| 3Y | +90.1% | +81.8% | +8.3% | +54.5% |
| 5Y | +69.2% | -36.0% | +105.3% | +56.2% |
| All | +69.2% | -39.6% | +108.8% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling