+91.0%
SPYG vs BB
+147.9%
-56.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +2.3% | +1.8% | +0.5% | +2.1% |
| 30D | -6.5% | +8.1% | -14.6% | -7.6% |
| 3M | -6.8% | -1.0% | -5.8% | -7.3% |
| 6M | -3.1% | +45.9% | -49.0% | -9.4% |
| YTD | +8.0% | +134.8% | -126.8% | -6.1% |
| 1Y | +10.2% | +104.6% | -94.4% | -2.6% |
| 3Y | +91.0% | +152.8% | -61.8% | +56.1% |
| All | +91.0% | +147.9% | -56.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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