+559.2%
SPYG vs DTE
+1,126.7%
-567.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.7% | -0.5% | -1.2% | -1.5% |
| 3M | +3.6% | -6.0% | +9.7% | +6.0% |
| 6M | +16.6% | -7.2% | +23.8% | +19.4% |
| YTD | +13.4% | +7.2% | +6.2% | +9.2% |
| 1Y | +19.6% | +4.1% | +15.5% | +16.4% |
| 3Y | +99.8% | +46.9% | +52.9% | +64.9% |
| 5Y | +85.0% | +32.9% | +52.0% | +57.9% |
| 10Y | +422.1% | +144.5% | +277.6% | +225.8% |
| All | +559.2% | +1,126.7% | -567.6% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling