+528.0%
SPYG vs COO
+1,346.6%
-818.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +2.3% | +0.5% | +1.9% | +2.2% |
| 30D | -6.5% | +14.2% | -20.6% | -9.9% |
| 3M | -6.8% | -18.2% | +11.4% | -2.4% |
| 6M | -3.1% | +5.3% | -8.5% | -5.9% |
| YTD | +8.0% | -23.6% | +31.6% | +14.6% |
| 1Y | +10.2% | -12.7% | +22.9% | +12.4% |
| 3Y | +91.0% | -24.2% | +115.2% | +97.7% |
| 5Y | +67.7% | -40.0% | +107.7% | +83.9% |
| 10Y | +393.9% | +41.6% | +352.3% | +332.7% |
| All | +528.0% | +1,346.6% | -818.6% | +221.8% |
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