+1,405.4%
SPYG vs SPXU
-100.0%
+1,505.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | +0.1% |
| 7D | +1.2% | -1.5% | +2.7% | +0.7% |
| 30D | -1.6% | +3.7% | -5.3% | -0.1% |
| 3M | +3.4% | -9.6% | +12.9% | +0.8% |
| 6M | +18.9% | -32.4% | +51.3% | +6.1% |
| YTD | +13.8% | -28.7% | +42.5% | +4.0% |
| 1Y | +20.6% | -38.2% | +58.8% | +5.8% |
| 3Y | +100.5% | -80.4% | +180.9% | +32.5% |
| 5Y | +84.6% | -86.0% | +170.6% | +28.8% |
| 10Y | +410.8% | -99.5% | +510.3% | +67.8% |
| All | +1,405.4% | -100.0% | +1,505.4% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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