+86.7%
SPYG vs RNG
-68.4%
+155.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | -6.1% | +5.2% | 0.0% |
| 30D | -1.5% | +9.6% | -11.1% | -3.0% |
| 3M | +3.7% | +83.3% | -79.6% | -6.5% |
| 6M | +16.4% | +77.9% | -61.5% | +4.4% |
| YTD | +13.3% | +139.9% | -126.6% | -5.1% |
| 1Y | +17.9% | +121.7% | -103.8% | -0.2% |
| 3Y | +98.3% | +121.9% | -23.5% | +61.3% |
| All | +86.7% | -68.4% | +155.0% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling