+528.0%
SPYG vs EL
+731.6%
-203.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.3% |
| 3M | -6.8% | +28.4% | -35.3% | -14.5% |
| 6M | -3.1% | +37.1% | -40.2% | -13.5% |
| YTD | +8.0% | +7.8% | +0.2% | +1.9% |
| 1Y | +10.2% | +26.0% | -15.8% | -1.4% |
| 3Y | +91.0% | +3.8% | +87.2% | +68.8% |
| 5Y | +67.7% | -65.2% | +132.9% | +111.5% |
| 10Y | +393.9% | +62.1% | +331.8% | +259.7% |
| All | +528.0% | +731.6% | -203.6% | +132.5% |
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 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