+585.5%
SPYG vs USFR
+27.6%
+557.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -1.6% | +0.3% | -1.9% | -1.7% |
| 3M | +3.4% | +1.0% | +2.4% | +3.0% |
| 6M | +18.9% | +1.9% | +17.0% | +18.1% |
| YTD | +13.8% | +2.7% | +11.1% | +12.7% |
| 1Y | +20.6% | +4.0% | +16.6% | +18.8% |
| 3Y | +100.5% | +14.0% | +86.5% | +91.1% |
| 5Y | +84.6% | +20.4% | +64.2% | +72.3% |
| 10Y | +410.8% | +28.1% | +382.7% | +367.0% |
| All | +585.5% | +27.6% | +557.9% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling