+414.4%
SPYG vs Z
-2.5%
+416.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | +0.1% |
| 7D | -0.9% | -6.0% | +5.2% | +0.2% |
| 30D | -1.5% | -2.3% | +0.8% | -1.3% |
| 3M | +3.7% | -0.6% | +4.3% | +3.2% |
| 6M | +16.4% | -27.6% | +44.0% | +22.3% |
| YTD | +13.3% | -52.4% | +65.7% | +27.9% |
| 1Y | +17.9% | -63.6% | +81.5% | +39.2% |
| 3Y | +98.3% | -36.4% | +134.7% | +104.7% |
| 5Y | +86.4% | -64.6% | +151.0% | +100.5% |
| All | +414.4% | -2.5% | +416.8% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling