+755.0%
SW vs SPYG
+959.4%
-204.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | +9.4% | +0.5% | +8.8% | +9.2% |
| 6M | +3.5% | +17.5% | -14.0% | -1.0% |
| YTD | +22.0% | +14.3% | +7.7% | +17.5% |
| 1Y | +2.2% | +21.7% | -19.5% | -3.2% |
| 3Y | +19.6% | +98.6% | -79.0% | +0.7% |
| 5Y | -2.3% | +85.1% | -87.4% | -17.5% |
| 10Y | +181.4% | +412.0% | -230.7% | +105.7% |
| All | +755.0% | +959.4% | -204.4% | +538.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling