+524.9%
SPYG vs COO
+1,367.8%
-842.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -1.9% | +4.5% | -6.5% | -3.1% |
| 30D | -9.2% | +16.9% | -26.1% | -13.1% |
| 3M | -6.8% | -16.7% | +9.9% | -2.8% |
| 6M | -2.6% | +5.9% | -8.5% | -5.5% |
| YTD | +7.5% | -22.4% | +29.9% | +13.5% |
| 1Y | +6.7% | -10.1% | +16.8% | +8.0% |
| 3Y | +90.1% | -22.8% | +112.9% | +95.8% |
| 5Y | +69.2% | -41.4% | +110.6% | +86.6% |
| 10Y | +391.9% | +41.3% | +350.6% | +330.9% |
| All | +524.9% | +1,367.8% | -842.9% | +218.9% |
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