+70.3%
T vs SPYG
+424.6%
-354.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | +1.5% | -0.9% | +2.4% | +1.8% |
| 30D | +7.5% | -1.5% | +9.0% | +7.9% |
| 3M | +14.8% | +3.7% | +11.1% | +13.1% |
| 6M | -1.7% | +16.4% | -18.2% | -7.3% |
| YTD | +8.7% | +13.3% | -4.6% | +3.3% |
| 1Y | -7.5% | +17.9% | -25.3% | -13.5% |
| 3Y | +110.2% | +98.3% | +11.9% | +52.7% |
| 5Y | +71.6% | +86.4% | -14.8% | +25.6% |
| All | +70.3% | +424.6% | -354.3% | -34.9% |
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