+1,013.7%
SPYG vs BR
+1,281.7%
-268.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +0.3% | -5.0% | +5.3% | +2.6% |
| 30D | -1.7% | -2.5% | +0.8% | -0.8% |
| 3M | +3.6% | +13.5% | -9.8% | -3.2% |
| 6M | +16.6% | -9.4% | +26.0% | +20.2% |
| YTD | +13.4% | -23.3% | +36.7% | +25.5% |
| 1Y | +19.6% | -31.6% | +51.2% | +39.5% |
| 3Y | +99.8% | -5.1% | +104.8% | +96.5% |
| 5Y | +85.0% | +8.2% | +76.8% | +68.8% |
| 10Y | +422.1% | +189.8% | +232.3% | +196.9% |
| All | +1,013.7% | +1,281.7% | -268.0% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling