+84.9%
SPYG vs BB
-29.9%
+114.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -1.8% | -2.1% | +0.3% | -1.5% |
| 30D | -1.9% | -16.0% | +14.1% | +0.9% |
| 3M | +5.2% | -14.5% | +19.7% | +6.8% |
| 6M | +15.6% | +118.6% | -103.0% | -2.8% |
| YTD | +12.4% | +98.9% | -86.5% | -3.9% |
| 1Y | +17.5% | +99.5% | -82.0% | -0.3% |
| 3Y | +98.1% | +65.4% | +32.7% | +65.9% |
| 5Y | +84.9% | -27.6% | +112.6% | +76.4% |
| All | +84.9% | -29.9% | +114.8% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling