+96.7%
SPYG vs RNG
+120.1%
-23.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -1.8% | -9.6% | +7.8% | -0.8% |
| 30D | -1.9% | +8.8% | -10.7% | -2.9% |
| 3M | +5.2% | +78.6% | -73.5% | -1.8% |
| 6M | +15.6% | +70.3% | -54.7% | +7.7% |
| YTD | +12.4% | +140.3% | -127.9% | -1.3% |
| 1Y | +17.5% | +126.6% | -109.2% | +3.8% |
| All | +96.7% | +120.1% | -23.4% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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