+71.7%
SPYG vs DAR
-31.4%
+103.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.8% |
| 7D | -1.5% | +3.6% | -5.1% | -2.1% |
| 30D | -7.2% | -11.3% | +4.1% | -5.3% |
| 3M | -4.6% | -13.1% | +8.5% | -2.6% |
| 6M | -1.2% | -15.1% | +13.9% | +1.1% |
| YTD | +9.3% | +50.5% | -41.2% | -0.6% |
| 1Y | +8.8% | +57.9% | -49.1% | -2.1% |
| 3Y | +93.3% | +28.9% | +64.4% | +74.2% |
| 5Y | +71.7% | -31.4% | +103.1% | +78.5% |
| All | +71.7% | -31.4% | +103.1% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling