+182.7%
SW vs SPYG
+388.2%
-205.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.4% |
| 7D | +2.3% | -3.6% | +6.0% | +4.0% |
| 30D | +6.8% | -11.2% | +17.9% | +12.4% |
| 3M | -5.2% | -8.1% | +2.9% | -1.8% |
| 6M | +7.4% | -3.3% | +10.7% | +8.8% |
| YTD | +17.4% | +5.5% | +11.9% | +14.3% |
| 1Y | +27.1% | +7.0% | +20.1% | +22.9% |
| 3Y | +47.9% | +89.5% | -41.6% | +13.8% |
| 5Y | -2.6% | +63.3% | -65.9% | -22.3% |
| All | +182.7% | +388.2% | -205.5% | +69.8% |
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