+564.9%
SPYG vs COO
+1,506.8%
-942.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +0.4% | -2.2% | +2.6% | +1.0% |
| 30D | -0.4% | -7.0% | +6.6% | +1.5% |
| 3M | +0.5% | +12.2% | -11.7% | -3.1% |
| 6M | +17.5% | -15.1% | +32.6% | +22.1% |
| YTD | +14.3% | -15.1% | +29.4% | +18.7% |
| 1Y | +21.7% | +2.3% | +19.4% | +19.5% |
| 3Y | +98.6% | -23.7% | +122.3% | +106.7% |
| 5Y | +85.1% | -38.9% | +124.0% | +103.2% |
| 10Y | +412.0% | +49.9% | +362.1% | +343.8% |
| All | +564.9% | +1,506.8% | -942.0% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling