+564.9%
SPYG vs ES
+686.6%
-121.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -0.4% | -2.0% | +1.5% | +0.2% |
| 3M | +0.5% | +1.7% | -1.1% | -0.4% |
| 6M | +17.5% | -3.5% | +21.0% | +18.3% |
| YTD | +14.3% | +7.9% | +6.4% | +10.3% |
| 1Y | +21.7% | +17.2% | +4.6% | +13.1% |
| 3Y | +98.6% | +29.3% | +69.3% | +72.6% |
| 5Y | +85.1% | -5.7% | +90.9% | +80.2% |
| 10Y | +412.0% | +85.2% | +326.8% | +266.6% |
| All | +564.9% | +686.6% | -121.7% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling