+84.9%
SPYG vs USFR
+20.4%
+64.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -1.9% | +0.3% | -2.2% | -1.7% |
| 3M | +5.2% | +1.0% | +4.2% | +5.8% |
| 6M | +15.6% | +1.9% | +13.6% | +16.6% |
| YTD | +12.4% | +2.7% | +9.7% | +13.3% |
| 1Y | +17.5% | +4.0% | +13.5% | +18.3% |
| 3Y | +98.1% | +14.1% | +84.0% | +107.5% |
| 5Y | +84.9% | +20.5% | +64.4% | +99.9% |
| All | +84.9% | +20.4% | +64.5% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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