+422.1%
SPYG vs COO
+36.7%
+385.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +2.0% |
| 7D | +0.3% | -9.0% | +9.3% | +3.8% |
| 30D | -1.7% | -16.8% | +15.1% | +5.2% |
| 3M | +3.6% | -7.5% | +11.1% | +6.1% |
| 6M | +16.6% | -16.3% | +32.9% | +23.6% |
| YTD | +13.4% | -22.5% | +35.9% | +23.8% |
| 1Y | +19.6% | -7.0% | +26.6% | +20.4% |
| 3Y | +99.8% | -27.5% | +127.2% | +113.4% |
| 5Y | +85.0% | -43.3% | +128.3% | +117.1% |
| 10Y | +422.1% | +37.6% | +384.5% | +329.7% |
| All | +422.1% | +36.7% | +385.4% | +329.7% |
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