+752.3%
SPYG vs FIVE
+862.5%
-110.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -7.2% | +17.4% | -24.6% | -10.1% |
| 3M | -4.6% | +7.0% | -11.7% | -6.3% |
| 6M | -1.2% | +20.5% | -21.7% | -5.6% |
| YTD | +9.3% | +33.1% | -23.8% | +1.9% |
| 1Y | +8.8% | +67.1% | -58.2% | -3.1% |
| 3Y | +93.3% | +41.9% | +51.4% | +68.1% |
| 5Y | +71.7% | +21.1% | +50.6% | +49.9% |
| 10Y | +399.8% | +518.8% | -119.0% | +225.1% |
| All | +752.3% | +862.5% | -110.2% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling