+623.7%
SPYG vs RNG
+309.1%
+314.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | -1.6% | +11.4% | -12.9% | -3.4% |
| 3M | +3.4% | +72.1% | -68.7% | -6.6% |
| 6M | +18.9% | +67.9% | -49.0% | +6.8% |
| YTD | +13.8% | +144.3% | -130.5% | -5.9% |
| 1Y | +20.6% | +117.5% | -96.9% | +1.5% |
| 3Y | +100.5% | +123.9% | -23.4% | +61.7% |
| 5Y | +84.6% | -70.1% | +154.7% | +97.2% |
| 10Y | +410.8% | +215.9% | +194.9% | +258.6% |
| All | +623.7% | +309.1% | +314.6% | +389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling