+98.4%
SPYG vs BBWI
-47.8%
+146.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.4% |
| 7D | +0.3% | -4.4% | +4.7% | +0.9% |
| 30D | -1.7% | -7.4% | +5.7% | -1.0% |
| 3M | +3.6% | -2.2% | +5.9% | +3.4% |
| 6M | +16.6% | -16.3% | +32.9% | +18.1% |
| YTD | +13.4% | -9.1% | +22.5% | +13.1% |
| 1Y | +19.6% | -34.5% | +54.1% | +24.7% |
| All | +98.4% | -47.8% | +146.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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