+402.1%
SPYG vs COO
+40.1%
+362.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +4.2% | -2.1% | +6.3% | +5.0% |
| 30D | -7.4% | +13.9% | -21.3% | -11.9% |
| 3M | -5.3% | -18.9% | +13.7% | +1.4% |
| 6M | -1.2% | +3.7% | -4.9% | -4.7% |
| YTD | +9.0% | -24.1% | +33.1% | +18.8% |
| 1Y | +8.8% | -14.2% | +23.0% | +12.5% |
| 3Y | +92.8% | -24.5% | +117.2% | +99.9% |
| 5Y | +69.3% | -40.4% | +109.7% | +92.6% |
| All | +402.1% | +40.1% | +362.0% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling