+410.2%
SPYG vs DAR
+375.1%
+35.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.5% |
| 7D | -1.8% | +0.9% | -2.8% | -2.0% |
| 30D | -1.9% | +6.4% | -8.4% | -3.5% |
| 3M | +5.2% | +13.2% | -8.1% | +1.7% |
| 6M | +15.6% | +26.2% | -10.6% | +8.5% |
| YTD | +12.4% | +84.4% | -71.9% | -3.7% |
| 1Y | +17.5% | +112.0% | -94.6% | -3.4% |
| 3Y | +98.1% | +13.4% | +84.7% | +83.9% |
| 5Y | +84.9% | -6.0% | +90.9% | +75.4% |
| All | +410.2% | +375.1% | +35.1% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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