+84.6%
SPYG vs ES
-2.9%
+87.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | -1.6% | -1.2% | -0.4% | -1.4% |
| 3M | +3.4% | +5.0% | -1.6% | +2.4% |
| 6M | +18.9% | -2.8% | +21.7% | +19.2% |
| YTD | +13.8% | +8.6% | +5.2% | +11.8% |
| 1Y | +20.6% | +18.9% | +1.7% | +15.9% |
| 3Y | +100.5% | +32.1% | +68.4% | +85.1% |
| 5Y | +84.6% | -5.1% | +89.7% | +88.0% |
| All | +84.6% | -2.9% | +87.5% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling