+147.8%
SW vs SPYG
+411.8%
-264.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -4.6% | -0.4% | -4.1% | -4.4% |
| 3M | +9.4% | +0.5% | +8.8% | +9.1% |
| 6M | +3.5% | +17.5% | -14.0% | -3.6% |
| YTD | +22.0% | +14.3% | +7.7% | +14.9% |
| 1Y | +2.2% | +21.7% | -19.5% | -6.4% |
| 3Y | +19.6% | +98.6% | -79.0% | -9.9% |
| 5Y | -2.3% | +85.1% | -87.4% | -25.7% |
| All | +147.8% | +411.8% | -264.0% | +41.4% |
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