+98.4%
SPYG vs DD
+42.2%
+56.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | +0.3% | -3.8% | +4.1% | +1.5% |
| 30D | -1.7% | -9.2% | +7.5% | +1.2% |
| 3M | +3.6% | -9.0% | +12.6% | +6.5% |
| 6M | +16.6% | -5.0% | +21.6% | +17.8% |
| YTD | +13.4% | +7.4% | +6.0% | +9.8% |
| 1Y | +19.6% | +35.1% | -15.5% | +6.9% |
| All | +98.4% | +42.2% | +56.3% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling