+85.0%
SPYG vs RL
+233.3%
-148.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.7% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -1.7% | -17.5% | +15.8% | +4.5% |
| 3M | +3.6% | -14.0% | +17.6% | +8.4% |
| 6M | +16.6% | -2.0% | +18.6% | +15.8% |
| YTD | +13.4% | -4.6% | +18.0% | +13.3% |
| 1Y | +19.6% | +9.5% | +10.1% | +13.5% |
| 3Y | +99.8% | +200.5% | -100.7% | +29.0% |
| 5Y | +85.0% | +226.3% | -141.3% | +10.8% |
| All | +85.0% | +233.3% | -148.4% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling