+68.3%
T vs SPYG
+82.6%
-14.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | +4.3% | -1.9% | +6.2% | +4.4% |
| 3M | +11.6% | +5.2% | +6.4% | +11.0% |
| 6M | -5.6% | +15.6% | -21.1% | -7.0% |
| YTD | +6.6% | +12.4% | -5.9% | +5.2% |
| 1Y | -8.4% | +17.5% | -25.8% | -10.2% |
| 3Y | +107.8% | +98.1% | +9.8% | +79.2% |
| 5Y | +68.3% | +84.9% | -16.6% | +35.0% |
| All | +68.3% | +82.6% | -14.3% | +35.0% |
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