+84.6%
SPYG vs COO
-39.5%
+124.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +1.2% | -2.3% | +3.5% | +1.9% |
| 30D | -1.6% | -8.8% | +7.3% | +1.2% |
| 3M | +3.4% | +1.3% | +2.0% | +2.4% |
| 6M | +18.9% | -11.6% | +30.5% | +23.1% |
| YTD | +13.8% | -17.4% | +31.2% | +20.5% |
| 1Y | +20.6% | -1.6% | +22.2% | +19.3% |
| 3Y | +100.5% | -22.6% | +123.1% | +107.2% |
| 5Y | +84.6% | -40.3% | +125.0% | +112.7% |
| All | +84.6% | -39.5% | +124.1% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling