+98.4%
SPYG vs EL
-32.9%
+131.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | -1.7% | +13.7% | -15.4% | -3.6% |
| 3M | +3.6% | +14.5% | -10.8% | +1.5% |
| 6M | +16.6% | +7.4% | +9.2% | +14.5% |
| YTD | +13.4% | -4.7% | +18.1% | +12.6% |
| 1Y | +19.6% | +12.9% | +6.7% | +15.5% |
| All | +98.4% | -32.9% | +131.3% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling