+397.5%
SPYG vs EL
+62.2%
+335.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +2.3% | +1.5% | +0.8% | +1.9% |
| 30D | -6.5% | +10.0% | -16.5% | -9.1% |
| 3M | -6.8% | +28.4% | -35.3% | -14.0% |
| 6M | -3.1% | +37.1% | -40.2% | -12.8% |
| YTD | +8.0% | +7.8% | +0.2% | +2.4% |
| 1Y | +10.2% | +26.0% | -15.8% | -0.8% |
| 3Y | +91.0% | +3.8% | +87.2% | +68.9% |
| 5Y | +67.7% | -65.2% | +132.9% | +127.9% |
| All | +397.5% | +62.2% | +335.3% | +302.0% |
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