+179.5%
SW vs SPYG
+397.7%
-218.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.8% |
| 7D | -3.0% | +4.2% | -7.2% | -4.8% |
| 30D | +4.2% | -7.4% | +11.6% | +7.6% |
| 3M | -11.5% | -5.3% | -6.2% | -9.6% |
| 6M | +8.6% | -1.2% | +9.8% | +8.9% |
| YTD | +15.0% | +9.0% | +6.0% | +10.3% |
| 1Y | +25.7% | +8.8% | +16.9% | +20.6% |
| 3Y | +44.8% | +92.8% | -48.0% | +10.4% |
| 5Y | -1.7% | +69.3% | -71.0% | -22.9% |
| All | +179.5% | +397.7% | -218.2% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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