-9.8%
T vs SPYG
+8.5%
-18.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.4% |
| 7D | +2.5% | +2.3% | +0.2% | +3.5% |
| 30D | -3.8% | -6.5% | +2.7% | -6.6% |
| 3M | -8.7% | -6.8% | -1.9% | -11.5% |
| 6M | -8.1% | -3.1% | -5.0% | -8.7% |
| YTD | -6.4% | +8.0% | -14.5% | -3.5% |
| 1Y | -9.8% | +10.2% | -20.0% | -6.3% |
| All | -9.8% | +8.5% | -18.2% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling