+422.1%
SPYG vs ES
+83.1%
+339.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.7% | -1.0% | -0.7% | -1.5% |
| 3M | +3.6% | +1.5% | +2.2% | +3.0% |
| 6M | +16.6% | -3.5% | +20.1% | +17.2% |
| YTD | +13.4% | +7.0% | +6.4% | +10.4% |
| 1Y | +19.6% | +15.3% | +4.3% | +13.1% |
| 3Y | +99.8% | +30.2% | +69.6% | +77.2% |
| 5Y | +85.0% | -4.3% | +89.2% | +82.5% |
| 10Y | +422.1% | +87.5% | +334.6% | +336.1% |
| All | +422.1% | +83.1% | +339.0% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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