+410.2%
SPYG vs EL
+25.3%
+384.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.2% |
| 7D | -1.8% | -4.4% | +2.5% | -0.6% |
| 30D | -1.9% | +10.3% | -12.2% | -5.2% |
| 3M | +5.2% | +13.4% | -8.2% | +0.7% |
| 6M | +15.6% | +3.1% | +12.5% | +12.5% |
| YTD | +12.4% | -6.9% | +19.3% | +11.4% |
| 1Y | +17.5% | +11.9% | +5.5% | +9.1% |
| 3Y | +98.1% | -33.8% | +131.9% | +104.8% |
| 5Y | +84.9% | -69.0% | +153.9% | +158.1% |
| All | +410.2% | +25.3% | +384.9% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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