+564.9%
SPYG vs EL
+672.9%
-108.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.0% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -0.4% | +19.8% | -20.3% | -6.4% |
| 3M | +0.5% | +25.7% | -25.2% | -7.1% |
| 6M | +17.5% | +5.4% | +12.0% | +13.3% |
| YTD | +14.3% | +0.2% | +14.1% | +10.7% |
| 1Y | +21.7% | +20.4% | +1.3% | +10.2% |
| 3Y | +98.6% | -32.1% | +130.7% | +101.6% |
| 5Y | +85.1% | -67.2% | +152.3% | +137.9% |
| 10Y | +412.0% | +31.7% | +380.3% | +299.5% |
| All | +564.9% | +672.9% | -108.0% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling