+177.1%
SW vs SPYG
+393.2%
-216.1%
-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% | 0.0% | -0.5% |
| 7D | -2.9% | +2.3% | -5.3% | -4.0% |
| 30D | +5.0% | -6.5% | +11.5% | +7.9% |
| 3M | -13.7% | -6.8% | -6.8% | -11.1% |
| 6M | +8.0% | -3.1% | +11.2% | +9.3% |
| YTD | +14.0% | +8.0% | +6.0% | +9.8% |
| 1Y | +25.6% | +10.2% | +15.4% | +19.9% |
| 3Y | +40.1% | +91.0% | -50.9% | +7.3% |
| 5Y | -2.6% | +67.7% | -70.4% | -23.3% |
| All | +177.1% | +393.2% | -216.1% | +67.7% |
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