+286.4%
T vs SPYG
+564.9%
-278.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | +0.4% | -1.6% | -1.4% |
| 30D | +11.4% | -0.4% | +11.8% | +11.5% |
| 3M | +14.3% | +0.5% | +13.7% | +13.3% |
| 6M | -9.3% | +17.5% | -26.7% | -16.8% |
| YTD | +7.1% | +14.3% | -7.2% | -0.8% |
| 1Y | -9.1% | +21.7% | -30.8% | -18.6% |
| 3Y | +105.3% | +98.6% | +6.7% | +39.0% |
| 5Y | +66.8% | +85.1% | -18.3% | +14.1% |
| 10Y | +66.8% | +412.0% | -345.2% | -36.3% |
| All | +286.4% | +564.9% | -278.5% | -16.8% |
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