+422.1%
SPYG vs FIVE
+486.0%
-63.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.2% |
| 7D | +0.3% | +1.7% | -1.3% | -0.1% |
| 30D | -1.7% | +5.0% | -6.7% | -2.9% |
| 3M | +3.6% | +29.5% | -25.9% | -2.6% |
| 6M | +16.6% | +12.4% | +4.2% | +12.2% |
| YTD | +13.4% | +31.2% | -17.8% | +5.2% |
| 1Y | +19.6% | +72.9% | -53.3% | +3.8% |
| 3Y | +99.8% | +53.0% | +46.7% | +67.6% |
| 5Y | +85.0% | +34.2% | +50.8% | +55.0% |
| 10Y | +422.1% | +497.6% | -75.5% | +231.2% |
| All | +422.1% | +486.0% | -63.9% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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