+723.0%
SPYG vs FIVE
+822.5%
-99.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.6% | -0.3% | -3.4% | -3.6% |
| 30D | -11.2% | +17.7% | -28.8% | -14.0% |
| 3M | -8.1% | +4.0% | -12.0% | -9.1% |
| 6M | -3.3% | +2.6% | -5.9% | -4.7% |
| YTD | +5.5% | +27.6% | -22.0% | -0.8% |
| 1Y | +7.0% | +59.9% | -53.0% | -4.0% |
| 3Y | +89.5% | +35.8% | +53.7% | +66.2% |
| 5Y | +63.3% | +14.4% | +48.9% | +44.1% |
| 10Y | +395.1% | +576.1% | -181.0% | +220.0% |
| All | +723.0% | +822.5% | -99.5% | +400.9% |
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