+237.5%
T vs SPYG
+528.0%
-290.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +2.5% | +2.3% | +0.2% | +1.5% |
| 30D | -3.8% | -6.5% | +2.7% | -1.1% |
| 3M | -8.7% | -6.8% | -1.9% | -6.2% |
| 6M | -8.1% | -3.1% | -5.0% | -7.8% |
| YTD | -6.4% | +8.0% | -14.5% | -11.4% |
| 1Y | -9.8% | +10.2% | -20.0% | -15.5% |
| 3Y | +65.5% | +91.0% | -25.5% | +13.5% |
| 5Y | +57.0% | +67.7% | -10.8% | +12.3% |
| 10Y | +60.8% | +393.9% | -333.1% | -37.9% |
| All | +237.5% | +528.0% | -290.5% | -25.8% |
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