+84.6%
SPYG vs ARWR
+29.5%
+55.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.2% | +2.9% | -1.7% | +0.8% |
| 30D | -1.6% | -2.9% | +1.3% | -1.2% |
| 3M | +3.4% | +15.2% | -11.9% | +0.8% |
| 6M | +18.9% | +42.3% | -23.4% | +12.0% |
| YTD | +13.8% | +28.2% | -14.4% | +8.4% |
| 1Y | +20.6% | +213.2% | -192.7% | -0.7% |
| 3Y | +100.5% | +184.6% | -84.1% | +54.7% |
| 5Y | +84.6% | +29.2% | +55.4% | +55.1% |
| All | +84.6% | +29.5% | +55.1% | +55.1% |
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