+11.2%
SPYG vs DTE
+5.6%
+5.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.2% | +1.6% |
| 7D | -2.8% | +4.2% | -7.0% | -2.2% |
| 30D | -6.2% | +10.0% | -16.2% | -4.9% |
| 3M | -3.6% | -2.1% | -1.5% | -3.9% |
| 6M | +4.8% | -4.7% | +9.4% | +4.2% |
| YTD | +11.0% | +9.3% | +1.7% | +10.1% |
| 1Y | +11.2% | +6.6% | +4.6% | +11.0% |
| All | +11.2% | +5.6% | +5.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling