-2.3%
SW vs SPYG
+85.0%
-87.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.3% |
| 30D | -4.6% | -0.4% | -4.1% | -4.3% |
| 3M | +9.4% | +0.5% | +8.8% | +8.9% |
| 6M | +3.5% | +17.5% | -14.0% | -5.5% |
| YTD | +22.0% | +14.3% | +7.7% | +12.9% |
| 1Y | +2.2% | +21.7% | -19.5% | -8.8% |
| 3Y | +19.6% | +98.6% | -79.0% | -16.5% |
| All | -2.3% | +85.0% | -87.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling