+101.8%
SPYG vs FIVE
+56.0%
+45.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -0.8% |
| 7D | +0.4% | +4.3% | -3.9% | -0.2% |
| 30D | -0.4% | +12.5% | -13.0% | -2.3% |
| 3M | +0.5% | +31.2% | -30.7% | -3.6% |
| 6M | +17.5% | +14.4% | +3.1% | +14.5% |
| YTD | +14.3% | +33.9% | -19.5% | +8.8% |
| 1Y | +21.7% | +65.1% | -43.3% | +12.0% |
| All | +101.8% | +56.0% | +45.8% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling