+49.3%
SW vs SPYG
+88.4%
-39.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +2.3% |
| 7D | +4.7% | -7.0% | +11.7% | +9.6% |
| 30D | +5.0% | -12.1% | +17.1% | +14.1% |
| 3M | -7.3% | -9.0% | +1.6% | -1.8% |
| 6M | +15.0% | -2.0% | +17.0% | +15.8% |
| YTD | +18.5% | +4.6% | +13.9% | +13.7% |
| 1Y | +27.1% | +4.4% | +22.7% | +21.9% |
| All | +49.3% | +88.4% | -39.1% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling